+27.4%
ABT vs PL
+403.1%
-375.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -10.1% | +8.5% | -1.7% |
| 7D | +8.6% | -20.5% | +29.2% | +8.5% |
| 30D | +16.4% | -38.8% | +55.2% | +16.2% |
| 3M | +8.1% | -49.1% | +57.3% | +7.9% |
| 6M | +32.1% | -69.4% | +101.4% | +31.9% |
| YTD | -7.1% | -42.3% | +35.3% | -8.5% |
| 1Y | -6.5% | -14.2% | +7.7% | -8.8% |
| All | +27.4% | +403.1% | -375.7% | +14.8% |
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