+6,642.4%
ABT vs NEM
+487.7%
+6,154.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.4% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | +2.5% | +23.1% | -20.6% | +1.8% |
| 3M | +20.2% | +18.5% | +1.7% | +19.4% |
| 6M | -2.9% | +7.8% | -10.7% | -3.3% |
| YTD | -11.9% | +29.1% | -41.0% | -12.9% |
| 1Y | -16.5% | +72.7% | -89.2% | -18.4% |
| 3Y | +12.1% | +248.7% | -236.6% | +6.8% |
| 5Y | -7.4% | +148.7% | -156.1% | -11.2% |
| 10Y | +210.7% | +304.8% | -94.1% | +194.0% |
| All | +6,642.4% | +487.7% | +6,154.7% | +6,365.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling