-10.1%
ABT vs PL
+7.9%
-17.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | +1.0% | +5.6% | -4.7% | +1.4% |
| 30D | +11.6% | -16.9% | +28.5% | +10.9% |
| 3M | +2.3% | -38.2% | +40.5% | +0.3% |
| 6M | +32.7% | -63.4% | +96.2% | +28.6% |
| YTD | -9.6% | -27.6% | +18.0% | -12.5% |
| 1Y | -10.1% | +6.6% | -16.6% | -13.3% |
| All | -10.1% | +7.9% | -17.9% | -13.3% |
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