+9.3%
ABT vs NEM
+248.5%
-239.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.3% |
| 7D | -4.7% | +3.1% | -7.8% | -4.9% |
| 30D | -3.1% | +10.0% | -13.1% | -3.5% |
| 3M | +16.1% | +30.9% | -14.7% | +14.9% |
| 6M | -5.3% | +10.5% | -15.9% | -5.7% |
| YTD | -14.4% | +29.7% | -44.2% | -16.1% |
| 1Y | -18.4% | +71.1% | -89.5% | -21.9% |
| All | +9.3% | +248.5% | -239.2% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling