+243.0%
ABT vs P
+469.1%
-226.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.8% | -3.5% |
| 7D | +3.5% | -23.8% | +27.3% | +5.6% |
| 30D | +12.0% | -36.6% | +48.7% | +15.9% |
| 3M | +2.5% | +10.9% | -8.4% | +0.3% |
| 6M | +29.1% | +30.0% | -0.9% | +23.3% |
| YTD | -10.1% | +44.4% | -54.5% | -15.6% |
| 1Y | -9.8% | +3.9% | -13.8% | -13.0% |
| 3Y | +23.3% | +176.6% | -153.3% | -0.4% |
| 5Y | -2.4% | +249.3% | -251.6% | -26.0% |
| 10Y | +239.4% | +726.9% | -487.5% | +117.1% |
| All | +243.0% | +469.1% | -226.2% | +120.5% |
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