-5.1%
ABT vs GEN
+35.2%
-40.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | -5.4% | -0.8% | -4.6% | -5.3% |
| 30D | +8.0% | +31.2% | -23.2% | +3.2% |
| 3M | +0.2% | +6.1% | -5.9% | -1.1% |
| 6M | +34.1% | +38.1% | -4.0% | +26.4% |
| YTD | -10.6% | +14.4% | -25.0% | -13.1% |
| 1Y | -11.8% | +15.1% | -27.0% | -14.4% |
| 3Y | +23.9% | +68.5% | -44.7% | +9.6% |
| 5Y | -5.1% | +35.8% | -41.0% | -14.4% |
| All | -5.1% | +35.2% | -40.3% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling