+23.3%
ABT vs IR
+27.4%
-4.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.4% |
| 7D | +3.5% | +3.7% | -0.2% | +3.1% |
| 30D | +12.0% | +7.4% | +4.6% | +11.1% |
| 3M | +2.5% | -5.9% | +8.4% | +3.0% |
| 6M | +29.1% | +5.6% | +23.5% | +28.0% |
| YTD | -10.1% | +4.8% | -14.9% | -10.7% |
| 1Y | -9.8% | +6.9% | -16.8% | -10.5% |
| 3Y | +23.3% | +27.6% | -4.3% | +12.5% |
| All | +23.3% | +27.4% | -4.1% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling