-14.7%
ABT vs SPG
+32.6%
-47.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -5.6% | +3.1% | -8.7% | -7.0% |
| 30D | +5.2% | +16.4% | -11.3% | -2.0% |
| 3M | -2.7% | +7.1% | -9.8% | -5.9% |
| 6M | +28.8% | +16.1% | +12.8% | +21.2% |
| YTD | -12.3% | +30.4% | -42.7% | -21.6% |
| 1Y | -14.7% | +33.0% | -47.7% | -25.5% |
| All | -14.7% | +32.6% | -47.3% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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