-7.8%
ABT vs RF
+45.4%
-53.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -5.6% | +0.4% | -5.9% | -5.7% |
| 30D | +5.2% | +5.6% | -0.4% | +4.0% |
| 3M | -2.7% | -8.9% | +6.2% | -0.9% |
| 6M | +28.8% | +7.1% | +21.8% | +27.0% |
| YTD | -12.3% | +8.3% | -20.6% | -13.8% |
| 1Y | -14.7% | +16.8% | -31.5% | -17.4% |
| 3Y | +21.6% | +115.0% | -93.4% | +0.4% |
| 5Y | -7.8% | +46.4% | -54.2% | -16.8% |
| All | -7.8% | +45.4% | -53.1% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling