+2,740.9%
ABT vs COR
+18,492.1%
-15,751.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +1.0% | +2.4% | -1.4% | +0.5% |
| 30D | +11.6% | +7.7% | +3.9% | +9.8% |
| 3M | +2.3% | +7.5% | -5.2% | +0.6% |
| 6M | +32.7% | +34.1% | -1.4% | +24.4% |
| YTD | -9.6% | +3.9% | -13.5% | -11.0% |
| 1Y | -10.1% | -3.6% | -6.4% | -10.0% |
| 3Y | +25.2% | +80.5% | -55.3% | +8.7% |
| 5Y | -4.5% | +194.9% | -199.4% | -25.6% |
| 10Y | +228.3% | +486.6% | -258.3% | +117.2% |
| All | +2,740.9% | +18,492.1% | -15,751.3% | +1,105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling