-4.5%
ABT vs SPOT
+118.7%
-123.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +1.0% | +1.0% | -0.1% | +0.9% |
| 30D | +11.6% | +14.6% | -3.0% | +10.0% |
| 3M | +2.3% | +18.4% | -16.1% | +0.4% |
| 6M | +32.7% | +45.1% | -12.3% | +27.4% |
| YTD | -9.6% | +4.4% | -14.0% | -10.8% |
| 1Y | -10.1% | -2.7% | -7.4% | -10.6% |
| 3Y | +25.2% | +254.6% | -229.4% | +2.5% |
| 5Y | -4.5% | +124.8% | -129.3% | -25.0% |
| All | -4.5% | +118.7% | -123.3% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 5y: compounded portfolio wealth divided by compounded SPOT 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…
5y analysis · Full analysis span regression · 6 months rolling