-4.2%
ABT vs RF
+42.5%
-46.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.2% |
| 7D | +3.5% | -0.9% | +4.4% | +3.7% |
| 30D | +12.0% | +6.0% | +6.0% | +10.7% |
| 3M | +2.5% | -8.9% | +11.3% | +4.3% |
| 6M | +29.1% | +2.3% | +26.7% | +28.4% |
| YTD | -10.1% | +7.6% | -17.6% | -11.5% |
| 1Y | -9.8% | +21.2% | -31.0% | -13.3% |
| 3Y | +23.3% | +108.5% | -85.3% | +2.6% |
| All | -4.2% | +42.5% | -46.8% | -13.2% |
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