+9.3%
ABT vs SPXU
-79.8%
+89.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.2% |
| 7D | -4.7% | +1.3% | -6.0% | -4.7% |
| 30D | -3.1% | +5.1% | -8.2% | -2.8% |
| 3M | +16.1% | -9.1% | +25.3% | +15.5% |
| 6M | -5.3% | -29.6% | +24.2% | -7.7% |
| YTD | -14.4% | -27.7% | +13.2% | -16.4% |
| 1Y | -18.4% | -37.0% | +18.6% | -21.0% |
| All | +9.3% | -79.8% | +89.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling