+5.9%
ABT vs CRH
+70.5%
-64.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.4% |
| 7D | -5.9% | -6.1% | +0.2% | -5.4% |
| 30D | -8.1% | -9.3% | +1.2% | -7.4% |
| 3M | +14.5% | -15.2% | +29.7% | +16.0% |
| 6M | -6.3% | -14.2% | +7.9% | -5.2% |
| YTD | -17.1% | -28.3% | +11.1% | -15.4% |
| 1Y | -21.4% | -21.8% | +0.4% | -20.2% |
| 3Y | +5.9% | +71.6% | -65.7% | +3.2% |
| All | +5.9% | +70.5% | -64.6% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 3y: compounded portfolio wealth divided by compounded CRH 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…
3y analysis · Full analysis span regression · 6 months rolling