-11.6%
ABT vs NEM
+153.1%
-164.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.6% |
| 7D | -5.0% | -3.3% | -1.7% | -4.8% |
| 30D | -5.8% | +7.8% | -13.6% | -6.3% |
| 3M | +16.7% | +36.3% | -19.5% | +14.2% |
| 6M | -5.2% | +6.6% | -11.8% | -5.9% |
| YTD | -16.0% | +27.1% | -43.1% | -18.2% |
| 1Y | -18.3% | +62.3% | -80.6% | -22.6% |
| 3Y | +9.2% | +245.1% | -235.8% | -5.8% |
| 5Y | -11.6% | +154.0% | -165.5% | -23.0% |
| All | -11.6% | +153.1% | -164.6% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling