-5.9%
ABT vs NEM
+50.9%
-56.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.9% | -4.3% | +5.5% |
| 7D | +12.5% | +3.7% | +8.9% | +12.3% |
| 30D | +16.1% | +2.0% | +14.1% | +15.8% |
| 3M | +10.2% | +21.1% | -10.9% | +10.5% |
| 6M | +33.7% | +9.5% | +24.2% | +34.1% |
| YTD | -5.5% | +19.1% | -24.6% | -7.4% |
| 1Y | -5.9% | +51.1% | -57.0% | -9.8% |
| All | -5.9% | +50.9% | -56.8% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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