+796.9%
ABT vs ICE
+2,331.7%
-1,534.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +2.5% | +7.6% | -5.1% | +1.0% |
| 3M | +20.2% | +13.9% | +6.2% | +17.1% |
| 6M | -2.9% | -2.4% | -0.6% | -2.7% |
| YTD | -11.9% | +0.3% | -12.2% | -12.3% |
| 1Y | -16.5% | -6.4% | -10.1% | -15.9% |
| 3Y | +12.1% | +43.1% | -31.0% | +4.0% |
| 5Y | -7.4% | +42.1% | -49.5% | -14.2% |
| 10Y | +210.7% | +220.9% | -10.2% | +153.4% |
| All | +796.9% | +2,331.7% | -1,534.8% | +451.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling