+25.2%
ABT vs SO
+51.8%
-26.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +11.6% | +8.7% | +2.9% | +7.8% |
| 3M | +2.3% | +3.4% | -1.1% | +0.8% |
| 6M | +32.7% | +3.7% | +29.0% | +30.6% |
| YTD | -9.6% | +10.0% | -19.7% | -13.6% |
| 1Y | -10.1% | +6.6% | -16.7% | -12.8% |
| 3Y | +25.2% | +52.5% | -27.3% | +9.3% |
| All | +25.2% | +51.8% | -26.6% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 3y: compounded portfolio wealth divided by compounded SO 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…
3y analysis · Full analysis span regression · 6 months rolling