+6,695.8%
ABT vs GAP
+2,131.7%
+4,564.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -1.3% | -1.9% | +0.6% | -1.1% |
| 30D | +6.0% | -7.1% | +13.1% | +7.0% |
| 3M | -1.9% | +4.1% | -6.0% | -2.6% |
| 6M | +31.2% | +1.9% | +29.3% | +30.0% |
| YTD | -11.2% | -15.2% | +4.0% | -10.4% |
| 1Y | -14.0% | -10.6% | -3.3% | -13.8% |
| 3Y | +20.7% | +74.6% | -53.9% | +5.4% |
| 5Y | -6.7% | +3.7% | -10.3% | -16.0% |
| 10Y | +226.3% | +2.4% | +223.9% | +165.5% |
| All | +6,695.8% | +2,131.7% | +4,564.2% | +2,170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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