-18.3%
ABT vs SN
+48.4%
-66.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.7% |
| 7D | -3.1% | +0.1% | -3.3% | -3.1% |
| 30D | -2.1% | -5.6% | +3.5% | -1.8% |
| 3M | +17.4% | +48.1% | -30.6% | +14.6% |
| 6M | -2.4% | +57.6% | -60.0% | -5.3% |
| YTD | -14.2% | +56.5% | -70.7% | -17.1% |
| 1Y | -18.3% | +52.6% | -70.9% | -22.1% |
| All | -18.3% | +48.4% | -66.8% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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