+3,740.7%
ABT vs SPG
+5,961.7%
-2,221.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | +1.0% | +5.6% | -4.6% | +0.2% |
| 30D | +11.6% | +17.6% | -6.0% | +9.1% |
| 3M | +2.3% | +7.5% | -5.1% | +1.3% |
| 6M | +32.7% | +18.5% | +14.2% | +29.6% |
| YTD | -9.6% | +30.9% | -40.6% | -13.0% |
| 1Y | -10.1% | +34.1% | -44.2% | -13.7% |
| 3Y | +25.2% | +135.5% | -110.3% | +10.5% |
| 5Y | -4.5% | +86.5% | -91.1% | -13.7% |
| 10Y | +228.3% | +116.1% | +112.2% | +177.7% |
| All | +3,740.7% | +5,961.7% | -2,221.0% | +2,021.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling