+2,489.8%
ABT vs PAAS
+1,235.6%
+1,254.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.4% |
| 7D | -3.7% | -2.9% | -0.8% | -3.6% |
| 30D | +2.5% | +6.8% | -4.3% | +2.3% |
| 3M | +20.2% | -2.9% | +23.1% | +20.1% |
| 6M | -2.9% | -16.4% | +13.5% | -2.7% |
| YTD | -11.9% | 0.0% | -12.0% | -12.3% |
| 1Y | -16.5% | +54.3% | -70.9% | -18.0% |
| 3Y | +12.1% | +230.7% | -218.6% | +7.2% |
| 5Y | -7.4% | +111.6% | -119.0% | -10.9% |
| 10Y | +210.7% | +211.7% | -1.0% | +193.9% |
| All | +2,489.8% | +1,235.6% | +1,254.1% | +2,219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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