+2,669.0%
ABT vs COR
+17,545.2%
-14,876.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | 0.0% |
| 7D | -3.7% | +2.8% | -6.5% | -4.3% |
| 30D | +2.5% | +4.5% | -2.1% | +1.4% |
| 3M | +20.2% | +22.7% | -2.5% | +14.9% |
| 6M | -2.9% | -9.7% | +6.8% | -1.3% |
| YTD | -11.9% | -1.4% | -10.5% | -12.3% |
| 1Y | -16.5% | +13.9% | -30.5% | -19.6% |
| 3Y | +12.1% | +94.0% | -81.8% | -4.1% |
| 5Y | -7.4% | +184.0% | -191.4% | -27.3% |
| 10Y | +210.7% | +406.8% | -196.1% | +110.8% |
| All | +2,669.0% | +17,545.2% | -14,876.2% | +1,088.8% |
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