+6,817.3%
ABT vs RF
+1,444.8%
+5,372.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | +1.0% | +0.3% | +0.6% | +0.9% |
| 30D | +11.6% | +6.2% | +5.4% | +10.6% |
| 3M | +2.3% | -7.8% | +10.2% | +3.5% |
| 6M | +32.7% | +5.9% | +26.8% | +31.6% |
| YTD | -9.6% | +9.0% | -18.7% | -10.9% |
| 1Y | -10.1% | +19.3% | -29.3% | -12.5% |
| 3Y | +25.2% | +116.4% | -91.2% | +10.5% |
| 5Y | -4.5% | +46.0% | -50.6% | -11.9% |
| 10Y | +228.3% | +239.8% | -11.5% | +157.5% |
| All | +6,817.3% | +1,444.8% | +5,372.5% | +2,811.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling