+235.9%
ABT vs P
+485.4%
-249.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -3.7% | +6.5% | -10.2% | -4.3% |
| 30D | +2.5% | +18.8% | -16.4% | +0.6% |
| 3M | +20.2% | +26.7% | -6.6% | +16.7% |
| 6M | -2.9% | +62.2% | -65.1% | -8.8% |
| YTD | -11.9% | +48.5% | -60.4% | -16.8% |
| 1Y | -16.5% | +26.4% | -42.9% | -20.6% |
| 3Y | +12.1% | +159.4% | -147.3% | -7.7% |
| 5Y | -7.4% | +275.8% | -283.2% | -29.9% |
| 10Y | +210.7% | +732.0% | -521.3% | +100.4% |
| All | +235.9% | +485.4% | -249.5% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling