+42.4%
ABT vs SITM
+4,507.3%
-4,464.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.4% | -2.5% |
| 7D | -3.1% | +8.4% | -11.5% | -3.5% |
| 30D | -2.1% | -17.4% | +15.3% | -1.3% |
| 3M | +17.4% | -9.8% | +27.3% | +17.2% |
| 6M | -2.4% | +83.0% | -85.4% | -7.6% |
| YTD | -14.2% | +69.6% | -83.8% | -18.7% |
| 1Y | -18.3% | +144.9% | -163.2% | -24.9% |
| 3Y | +11.5% | +429.9% | -418.3% | -7.7% |
| 5Y | -9.9% | +169.2% | -179.1% | -25.0% |
| All | +42.4% | +4,507.3% | -4,464.9% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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