-11.3%
ABT vs SU
+348.9%
-360.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.4% |
| 7D | -5.9% | +2.2% | -8.1% | -6.0% |
| 30D | -8.1% | +8.4% | -16.5% | -8.5% |
| 3M | +14.5% | +12.1% | +2.4% | +13.7% |
| 6M | -6.3% | +19.7% | -26.0% | -7.5% |
| YTD | -17.1% | +58.4% | -75.5% | -19.7% |
| 1Y | -21.4% | +67.2% | -88.6% | -24.1% |
| 3Y | +5.9% | +125.0% | -119.1% | -0.6% |
| All | -11.3% | +348.9% | -360.2% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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