+194.2%
ABT vs IR
+332.9%
-138.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -1.3% | +2.5% | -3.8% | -1.8% |
| 30D | +6.0% | +9.2% | -3.1% | +3.9% |
| 3M | -1.9% | +0.9% | -2.8% | -2.3% |
| 6M | +31.2% | +19.2% | +11.9% | +25.8% |
| YTD | -11.2% | +7.5% | -18.7% | -13.4% |
| 1Y | -14.0% | +11.7% | -25.7% | -16.8% |
| 3Y | +20.7% | +23.9% | -3.2% | +10.4% |
| 5Y | -6.7% | +46.4% | -53.0% | -19.9% |
| All | +194.2% | +332.9% | -138.7% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling