+14.3%
ABT vs PL
+454.1%
-439.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.4% |
| 7D | -3.7% | -9.3% | +5.6% | -3.7% |
| 30D | +2.5% | -18.9% | +21.4% | +2.5% |
| 3M | +20.2% | -58.4% | +78.6% | +20.7% |
| 6M | -2.9% | -30.3% | +27.4% | -3.6% |
| YTD | -11.9% | -8.1% | -3.8% | -13.2% |
| 1Y | -16.5% | +180.5% | -197.0% | -20.4% |
| All | +14.3% | +454.1% | -439.8% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling