+14.5%
ABT vs P
+155.2%
-140.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 7D | -3.7% | +6.5% | -10.2% | -3.5% |
| 30D | +2.5% | +18.8% | -16.4% | +3.1% |
| 3M | +20.2% | +26.7% | -6.6% | +21.4% |
| 6M | -2.9% | +62.2% | -65.1% | -1.7% |
| YTD | -11.9% | +48.5% | -60.4% | -10.9% |
| 1Y | -16.5% | +26.4% | -42.9% | -15.6% |
| All | +14.5% | +155.2% | -140.6% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling