-9.9%
ABT vs IR
+46.5%
-56.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.3% |
| 7D | -3.1% | +0.6% | -3.8% | -3.3% |
| 30D | -2.1% | -13.6% | +11.5% | +0.8% |
| 3M | +17.4% | +3.7% | +13.7% | +16.5% |
| 6M | -2.4% | -13.1% | +10.7% | 0.0% |
| YTD | -14.2% | -5.1% | -9.1% | -13.9% |
| 1Y | -18.3% | -6.5% | -11.9% | -17.9% |
| 3Y | +11.5% | +8.5% | +3.0% | +1.8% |
| 5Y | -9.9% | +43.3% | -53.2% | -29.6% |
| All | -9.9% | +46.5% | -56.4% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling