+5.9%
ABT vs NTRS
+168.2%
-162.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.4% |
| 7D | -5.9% | +1.4% | -7.3% | -6.0% |
| 30D | -8.1% | -0.7% | -7.4% | -8.1% |
| 3M | +14.5% | +11.3% | +3.2% | +13.5% |
| 6M | -6.3% | +35.5% | -41.8% | -8.4% |
| YTD | -17.1% | +40.6% | -57.7% | -19.5% |
| 1Y | -21.4% | +49.2% | -70.6% | -24.2% |
| 3Y | +5.9% | +167.2% | -161.3% | -4.2% |
| All | +5.9% | +168.2% | -162.2% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling