+234.1%
ABT vs P
+652.0%
-417.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.3% |
| 7D | -1.3% | +11.6% | -12.9% | -2.2% |
| 30D | +6.0% | -23.7% | +29.7% | +8.0% |
| 3M | -1.9% | -8.0% | +6.1% | -2.1% |
| 6M | +31.2% | +27.9% | +3.3% | +25.9% |
| YTD | -11.2% | +61.2% | -72.4% | -17.6% |
| 1Y | -14.0% | +28.6% | -42.6% | -18.7% |
| 3Y | +20.7% | +200.5% | -179.8% | -4.0% |
| 5Y | -6.7% | +282.9% | -289.6% | -30.9% |
| All | +234.1% | +652.0% | -417.9% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling