-14.0%
ABT vs SPG
+33.2%
-47.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | +2.0% | -3.3% | -2.3% |
| 30D | +6.0% | +17.2% | -11.2% | -1.5% |
| 3M | -1.9% | +6.3% | -8.2% | -4.7% |
| 6M | +31.2% | +18.7% | +12.5% | +22.4% |
| YTD | -11.2% | +30.1% | -41.3% | -20.6% |
| 1Y | -14.0% | +32.8% | -46.7% | -24.9% |
| All | -14.0% | +33.2% | -47.2% | -24.9% |
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