+6,245.3%
ABT vs NTRS
+7,800.3%
-1,555.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.6% |
| 7D | -5.9% | +1.4% | -7.3% | -6.2% |
| 30D | -8.1% | -0.7% | -7.4% | -8.0% |
| 3M | +14.5% | +11.3% | +3.2% | +11.3% |
| 6M | -6.3% | +35.5% | -41.8% | -13.5% |
| YTD | -17.1% | +40.6% | -57.7% | -24.5% |
| 1Y | -21.4% | +49.2% | -70.6% | -29.6% |
| 3Y | +5.9% | +167.2% | -161.3% | -19.8% |
| 5Y | -12.8% | +94.9% | -107.7% | -29.6% |
| 10Y | +200.1% | +259.5% | -59.4% | +100.3% |
| All | +6,245.3% | +7,800.3% | -1,555.0% | +1,452.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling