-14.0%
ABT vs LIN
+24.8%
-38.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -1.3% | +2.1% | -3.4% | -1.9% |
| 30D | +6.0% | +6.8% | -0.7% | +4.4% |
| 3M | -1.9% | +10.4% | -12.2% | -4.1% |
| 6M | +31.2% | +3.2% | +28.0% | +29.9% |
| YTD | -11.2% | +24.6% | -35.8% | -15.2% |
| 1Y | -14.0% | +24.4% | -38.4% | -17.7% |
| All | -14.0% | +24.8% | -38.8% | -17.7% |
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