-9.4%
ABT vs IT
-45.7%
+36.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -4.7% | -9.1% | +4.4% | -3.4% |
| 30D | -3.1% | -12.2% | +9.0% | -1.3% |
| 3M | +16.1% | +7.8% | +8.3% | +13.6% |
| 6M | -5.3% | +2.0% | -7.3% | -6.9% |
| YTD | -14.4% | -32.7% | +18.3% | -10.1% |
| 1Y | -18.4% | -31.1% | +12.7% | -15.0% |
| 3Y | +11.2% | -52.1% | +63.3% | +20.7% |
| 5Y | -9.4% | -46.3% | +36.9% | -9.2% |
| All | -9.4% | -45.7% | +36.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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