+3,643.6%
ABT vs SPG
+5,256.9%
-1,613.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -3.7% | -2.4% | -1.3% | -3.4% |
| 30D | +2.5% | -6.8% | +9.3% | +3.5% |
| 3M | +20.2% | +2.7% | +17.5% | +19.8% |
| 6M | -2.9% | +5.5% | -8.4% | -3.7% |
| YTD | -11.9% | +15.7% | -27.6% | -13.7% |
| 1Y | -16.5% | +20.9% | -37.4% | -18.8% |
| 3Y | +12.1% | +112.4% | -100.3% | +0.4% |
| 5Y | -7.4% | +101.4% | -108.8% | -17.1% |
| 10Y | +210.7% | +60.6% | +150.1% | +174.2% |
| All | +3,643.6% | +5,256.9% | -1,613.3% | +2,004.1% |
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