+6,449.5%
ABT vs SU
+61,771.6%
-55,322.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.3% |
| 7D | -4.7% | +1.6% | -6.3% | -4.7% |
| 30D | -3.1% | +10.7% | -13.9% | -3.1% |
| 3M | +16.1% | +13.5% | +2.6% | +16.1% |
| 6M | -5.3% | +21.8% | -27.1% | -5.3% |
| YTD | -14.4% | +58.8% | -73.3% | -14.5% |
| 1Y | -18.4% | +72.0% | -90.4% | -18.4% |
| 3Y | +11.2% | +121.7% | -110.5% | +11.2% |
| 5Y | -9.4% | +350.4% | -359.8% | -9.4% |
| 10Y | +209.7% | +264.7% | -54.9% | +209.6% |
| All | +6,449.5% | +61,771.6% | -55,322.1% | +6,472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling