-11.0%
ABT vs Q
+75.8%
-86.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | -0.1% |
| 7D | +1.0% | +4.0% | -3.0% | +1.3% |
| 30D | +11.6% | -2.3% | +13.9% | +11.7% |
| 3M | +2.3% | -7.9% | +10.2% | +2.2% |
| 6M | +32.7% | -16.0% | +48.7% | +31.6% |
| YTD | -9.6% | +51.7% | -61.3% | -11.9% |
| 1Y | -10.1% | +28.3% | -38.4% | -11.8% |
| All | -11.0% | +75.8% | -86.8% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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