+2,658.3%
ABT vs COR
+18,527.9%
-15,869.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | -5.6% | +2.9% | -8.4% | -6.2% |
| 30D | +5.2% | +5.8% | -0.7% | +3.9% |
| 3M | -2.7% | +11.4% | -14.1% | -5.0% |
| 6M | +28.8% | +34.5% | -5.6% | +20.7% |
| YTD | -12.3% | +4.1% | -16.3% | -13.7% |
| 1Y | -14.7% | -3.1% | -11.5% | -14.7% |
| 3Y | +21.6% | +80.9% | -59.3% | +5.5% |
| 5Y | -7.8% | +195.1% | -202.9% | -28.2% |
| 10Y | +222.5% | +492.7% | -270.3% | +112.9% |
| All | +2,658.3% | +18,527.9% | -15,869.6% | +1,070.0% |
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