+3,894.6%
ABT vs IT
+6,105.9%
-2,211.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.1% |
| 7D | -3.7% | -6.0% | +2.4% | -3.0% |
| 30D | +2.5% | 0.0% | +2.5% | +2.4% |
| 3M | +20.2% | +13.1% | +7.1% | +17.6% |
| 6M | -2.9% | +11.7% | -14.6% | -5.2% |
| YTD | -11.9% | -26.1% | +14.2% | -10.0% |
| 1Y | -16.5% | -21.3% | +4.7% | -15.6% |
| 3Y | +12.1% | -46.7% | +58.9% | +17.5% |
| 5Y | -7.4% | -40.5% | +33.1% | -4.9% |
| 10Y | +210.7% | +103.9% | +106.8% | +173.7% |
| All | +3,894.6% | +6,105.9% | -2,211.3% | +2,280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling