-7.4%
ABT vs SPXU
-83.3%
+75.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.4% |
| 7D | -1.3% | -7.6% | +6.3% | -2.5% |
| 30D | +6.0% | +5.3% | +0.7% | +7.2% |
| 3M | -1.9% | +9.6% | -11.5% | 0.0% |
| 6M | +31.2% | -4.5% | +35.7% | +30.9% |
| YTD | -11.2% | -25.9% | +14.6% | -15.0% |
| 1Y | -14.0% | -28.9% | +14.9% | -18.1% |
| 3Y | +20.7% | -80.5% | +101.1% | -9.7% |
| All | -7.4% | -83.3% | +75.9% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling