-11.8%
ABT vs LIN
+25.4%
-37.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -5.4% | +0.3% | -5.7% | -5.5% |
| 30D | +8.0% | +8.0% | 0.0% | +6.0% |
| 3M | +0.2% | +7.7% | -7.5% | -1.7% |
| 6M | +34.1% | +5.1% | +29.1% | +32.6% |
| YTD | -10.6% | +24.7% | -35.3% | -14.7% |
| 1Y | -11.8% | +25.1% | -36.9% | -14.6% |
| All | -11.8% | +25.4% | -37.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 1y: compounded portfolio wealth divided by compounded LIN 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…
1y analysis · Full analysis span regression · 6 months rolling