+6.1%
ABT vs S
-48.9%
+55.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | 0.0% |
| 7D | +0.3% | +1.6% | -1.2% | +0.2% |
| 30D | +11.6% | -10.5% | +22.1% | +12.2% |
| 3M | +3.1% | +9.9% | -6.8% | +2.1% |
| 6M | +32.8% | +41.8% | -9.0% | +29.0% |
| YTD | -9.6% | +56.8% | -66.4% | -13.0% |
| 1Y | -10.4% | +39.0% | -49.4% | -13.1% |
| 3Y | +25.8% | +53.8% | -28.0% | +18.5% |
| 5Y | -3.4% | -68.6% | +65.1% | -2.2% |
| All | +6.1% | -48.9% | +55.0% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling