+6,467.5%
ABT vs MTB
+8,245.1%
-1,777.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -3.1% | +2.8% | -5.9% | -3.7% |
| 30D | -2.1% | -4.2% | +2.1% | -1.2% |
| 3M | +17.4% | +7.8% | +9.6% | +15.5% |
| 6M | -2.4% | +14.8% | -17.2% | -5.3% |
| YTD | -14.2% | +20.8% | -35.0% | -17.8% |
| 1Y | -18.3% | +23.1% | -41.5% | -22.1% |
| 3Y | +11.5% | +114.8% | -103.3% | -7.6% |
| 5Y | -9.9% | +103.3% | -113.2% | -25.6% |
| 10Y | +204.4% | +173.0% | +31.4% | +122.8% |
| All | +6,467.5% | +8,245.1% | -1,777.6% | +1,656.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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