-5.9%
ABT vs PL
-0.6%
-5.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.4% | +12.0% | +5.2% |
| 7D | +12.5% | -11.7% | +24.3% | +11.9% |
| 30D | +16.1% | -27.1% | +43.2% | +14.5% |
| 3M | +10.2% | -44.6% | +54.8% | +7.3% |
| 6M | +33.7% | -67.2% | +100.9% | +28.6% |
| YTD | -5.5% | -35.9% | +30.3% | -9.1% |
| 1Y | -5.9% | -0.4% | -5.5% | -9.4% |
| All | -5.9% | -0.6% | -5.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling