-6.5%
ABT vs NET
+5.0%
-11.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.6% | -1.6% |
| 7D | +8.6% | -21.2% | +29.8% | +8.8% |
| 30D | +16.4% | -31.1% | +47.6% | +16.8% |
| 3M | +8.1% | -16.5% | +24.7% | +8.1% |
| 6M | +32.1% | 0.0% | +32.0% | +30.9% |
| YTD | -7.1% | +24.0% | -31.1% | -7.4% |
| 1Y | -6.5% | +7.0% | -13.5% | -8.3% |
| All | -6.5% | +5.0% | -11.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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