+114.2%
ABT vs SPOT
+227.0%
-112.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.7% | 0.0% |
| 7D | -3.7% | -0.9% | -2.8% | -3.6% |
| 30D | +2.5% | +12.5% | -10.0% | +1.0% |
| 3M | +20.2% | +9.9% | +10.3% | +18.6% |
| 6M | -2.9% | +1.6% | -4.5% | -3.7% |
| YTD | -11.9% | -6.6% | -5.3% | -12.0% |
| 1Y | -16.5% | -22.9% | +6.4% | -14.7% |
| 3Y | +12.1% | +244.3% | -232.2% | -9.6% |
| 5Y | -7.4% | +117.8% | -125.2% | -23.9% |
| All | +114.2% | +227.0% | -112.7% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling