-5.9%
ABT vs ICE
+21.0%
-26.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +5.0% |
| 7D | +12.5% | +12.2% | +0.4% | +9.5% |
| 30D | +16.1% | +15.0% | +1.1% | +12.3% |
| 3M | +10.2% | +17.6% | -7.4% | +6.0% |
| 6M | +33.7% | +12.6% | +21.1% | +28.0% |
| YTD | -5.5% | +9.1% | -14.6% | -11.1% |
| 1Y | -5.9% | +20.6% | -26.5% | -17.4% |
| All | -5.9% | +21.0% | -26.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling