-18.4%
ABT vs IR
-8.0%
-10.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.2% |
| 7D | -4.7% | -1.9% | -2.9% | -4.3% |
| 30D | -3.1% | -15.0% | +11.9% | +0.6% |
| 3M | +16.1% | -0.4% | +16.6% | +16.2% |
| 6M | -5.3% | -15.0% | +9.7% | -2.9% |
| YTD | -14.4% | -7.1% | -7.4% | -13.7% |
| 1Y | -18.4% | -7.5% | -10.9% | -18.4% |
| All | -18.4% | -8.0% | -10.4% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling