+6,642.4%
ABT vs GAP
+2,258.2%
+4,384.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.7% | -4.5% | +0.8% | -3.1% |
| 30D | +2.5% | +9.0% | -6.6% | +1.2% |
| 3M | +20.2% | +5.0% | +15.2% | +19.1% |
| 6M | -2.9% | -17.8% | +14.9% | -1.3% |
| YTD | -11.9% | -10.4% | -1.5% | -11.6% |
| 1Y | -16.5% | -3.4% | -13.2% | -17.3% |
| 3Y | +12.1% | +111.5% | -99.4% | -4.8% |
| 5Y | -7.4% | +8.8% | -16.2% | -17.2% |
| 10Y | +210.7% | +32.9% | +177.8% | +143.3% |
| All | +6,642.4% | +2,258.2% | +4,384.2% | +2,139.9% |
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