+6,642.4%
ABT vs CP
+7,669.4%
-1,027.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -3.7% | -2.7% | -1.0% | -3.1% |
| 30D | +2.5% | +0.2% | +2.3% | +2.4% |
| 3M | +20.2% | +2.6% | +17.6% | +19.5% |
| 6M | -2.9% | +6.0% | -8.9% | -4.3% |
| YTD | -11.9% | +24.9% | -36.9% | -16.7% |
| 1Y | -16.5% | +20.1% | -36.7% | -20.4% |
| 3Y | +12.1% | +16.4% | -4.3% | +6.5% |
| 5Y | -7.4% | +31.7% | -39.1% | -15.1% |
| 10Y | +210.7% | +223.9% | -13.2% | +130.9% |
| All | +6,642.4% | +7,669.4% | -1,027.0% | +2,192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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