+6.3%
ABT vs SN
+681.9%
-675.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.4% |
| 7D | +0.3% | +7.6% | -7.3% | 0.0% |
| 30D | +11.6% | +24.1% | -12.4% | +10.8% |
| 3M | +3.1% | +23.7% | -20.6% | +2.3% |
| 6M | +32.8% | +105.5% | -72.7% | +29.8% |
| YTD | -9.6% | +105.1% | -114.7% | -11.8% |
| 1Y | -10.4% | +148.3% | -158.6% | -12.8% |
| 3Y | +25.8% | +438.7% | -412.8% | +17.2% |
| All | +6.3% | +681.9% | -675.6% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling