-18.4%
ABT vs S
+5.0%
-23.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -4.7% | -1.2% | -3.5% | -4.7% |
| 30D | -3.1% | -12.6% | +9.4% | -3.0% |
| 3M | +16.1% | +27.6% | -11.4% | +15.1% |
| 6M | -5.3% | +35.5% | -40.8% | -6.0% |
| YTD | -14.4% | +29.6% | -44.0% | -14.7% |
| 1Y | -18.4% | +8.1% | -26.5% | -17.6% |
| All | -18.4% | +5.0% | -23.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling