+21.5%
ABT vs RF
+118.1%
-96.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -5.4% | -1.3% | -4.0% | -5.2% |
| 30D | +8.0% | +4.6% | +3.4% | +7.3% |
| 3M | +0.2% | -8.4% | +8.7% | +1.4% |
| 6M | +34.1% | +8.9% | +25.3% | +32.7% |
| YTD | -10.6% | +8.8% | -19.4% | -11.6% |
| 1Y | -11.8% | +18.9% | -30.7% | -13.5% |
| All | +21.5% | +118.1% | -96.6% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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