-4.2%
ABT vs PL
+20.8%
-25.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.4% | -13.6% | -3.4% |
| 7D | +3.5% | -6.8% | +10.3% | +3.6% |
| 30D | +12.0% | -29.3% | +41.3% | +12.7% |
| 3M | +2.5% | -44.8% | +47.2% | +3.5% |
| 6M | +29.1% | -68.4% | +97.5% | +31.7% |
| YTD | -10.1% | -36.4% | +26.3% | -11.1% |
| 1Y | -9.8% | +0.7% | -10.6% | -12.7% |
| 3Y | +23.3% | +455.3% | -432.1% | +5.2% |
| All | -4.2% | +20.8% | -25.0% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling