-4.2%
ABT vs IR
+44.3%
-48.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.5% |
| 7D | +3.5% | +3.7% | -0.2% | +2.7% |
| 30D | +12.0% | +7.4% | +4.6% | +10.2% |
| 3M | +2.5% | -5.9% | +8.4% | +3.5% |
| 6M | +29.1% | +5.6% | +23.5% | +27.2% |
| YTD | -10.1% | +4.8% | -14.9% | -11.7% |
| 1Y | -9.8% | +6.9% | -16.8% | -11.9% |
| 3Y | +23.3% | +27.6% | -4.3% | +7.7% |
| All | -4.2% | +44.3% | -48.6% | -25.1% |
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