+56.8%
ABT vs NET
+1,381.0%
-1,324.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.6% | +8.2% | +5.8% |
| 7D | +12.5% | -16.4% | +28.9% | +14.1% |
| 30D | +16.1% | -25.8% | +41.9% | +18.8% |
| 3M | +10.2% | -11.5% | +21.7% | +10.7% |
| 6M | +33.7% | +18.9% | +14.8% | +30.0% |
| YTD | -5.5% | +35.2% | -40.7% | -9.8% |
| 1Y | -5.9% | +14.5% | -20.4% | -8.9% |
| 3Y | +28.4% | +313.8% | -285.4% | +6.1% |
| 5Y | -1.2% | +32.6% | -33.7% | -12.9% |
| All | +56.8% | +1,381.0% | -1,324.2% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling