-7.4%
ABT vs PL
+31.5%
-38.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -1.3% | +10.0% | -11.3% | -1.5% |
| 30D | +6.0% | -2.3% | +8.3% | +6.0% |
| 3M | -1.9% | -44.2% | +42.3% | -0.8% |
| 6M | +31.2% | -66.1% | +97.3% | +33.8% |
| YTD | -11.2% | -30.0% | +18.7% | -12.4% |
| 1Y | -14.0% | +21.0% | -35.0% | -17.1% |
| 3Y | +20.7% | +516.5% | -495.9% | +2.7% |
| All | -7.4% | +31.5% | -38.9% | -18.0% |
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