-16.5%
ABT vs MAR
+27.3%
-43.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -3.7% | -4.2% | +0.5% | -2.7% |
| 30D | +2.5% | -6.7% | +9.2% | +4.1% |
| 3M | +20.2% | -12.5% | +32.7% | +23.8% |
| 6M | -2.9% | +0.6% | -3.5% | -3.5% |
| YTD | -11.9% | +9.1% | -21.0% | -14.3% |
| 1Y | -16.5% | +26.2% | -42.8% | -21.4% |
| All | -16.5% | +27.3% | -43.8% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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