-7.0%
ABT vs NET
+112.9%
-119.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.3% |
| 7D | -3.7% | -7.0% | +3.3% | -3.3% |
| 30D | +2.5% | -4.8% | +7.3% | +2.7% |
| 3M | +20.2% | +3.8% | +16.4% | +19.5% |
| 6M | -2.9% | +50.0% | -53.0% | -6.5% |
| YTD | -11.9% | +41.5% | -53.4% | -15.0% |
| 1Y | -16.5% | +32.8% | -49.4% | -19.4% |
| 3Y | +12.1% | +335.9% | -323.8% | -4.0% |
| All | -7.0% | +112.9% | -119.9% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling