+6,642.4%
ABT vs RF
+1,537.4%
+5,105.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -3.7% | +1.3% | -5.0% | -3.9% |
| 30D | +2.5% | -3.6% | +6.1% | +3.0% |
| 3M | +20.2% | +8.1% | +12.1% | +18.8% |
| 6M | -2.9% | +11.5% | -14.4% | -4.5% |
| YTD | -11.9% | +15.6% | -27.5% | -13.9% |
| 1Y | -16.5% | +15.7% | -32.2% | -18.5% |
| 3Y | +12.1% | +86.9% | -74.8% | +0.9% |
| 5Y | -7.4% | +89.8% | -97.2% | -17.7% |
| 10Y | +210.7% | +344.7% | -134.0% | +134.8% |
| All | +6,642.4% | +1,537.4% | +5,105.0% | +2,714.8% |
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 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