+234.1%
ABT vs MAR
+529.3%
-295.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | -1.3% | +1.6% | -2.9% | -1.6% |
| 30D | +6.0% | +13.8% | -7.8% | +3.5% |
| 3M | -1.9% | +20.3% | -22.2% | -5.2% |
| 6M | +31.2% | +21.3% | +9.9% | +26.4% |
| YTD | -11.2% | +37.2% | -48.4% | -16.6% |
| 1Y | -14.0% | +48.4% | -62.4% | -20.3% |
| 3Y | +20.7% | +120.1% | -99.5% | +2.8% |
| 5Y | -6.7% | +182.1% | -188.7% | -24.8% |
| All | +234.1% | +529.3% | -295.2% | +150.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling