-11.3%
ABT vs SPXU
-86.1%
+74.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -1.8% |
| 7D | -5.9% | +2.5% | -8.4% | -5.5% |
| 30D | -8.1% | +4.2% | -12.3% | -7.4% |
| 3M | +14.5% | -9.3% | +23.8% | +12.8% |
| 6M | -6.3% | -30.7% | +24.4% | -11.7% |
| YTD | -17.1% | -28.1% | +11.0% | -21.3% |
| 1Y | -21.4% | -35.2% | +13.9% | -26.5% |
| 3Y | +5.9% | -79.9% | +85.9% | -19.8% |
| All | -11.3% | -86.1% | +74.9% | -32.9% |
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