+3,640.6%
ABT vs SUI
+4,109.4%
-468.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -2.9% |
| 7D | +3.5% | +6.2% | -2.7% | +2.1% |
| 30D | +12.0% | +8.6% | +3.4% | +9.9% |
| 3M | +2.5% | +1.0% | +1.5% | +2.2% |
| 6M | +29.1% | -2.6% | +31.7% | +29.8% |
| YTD | -10.1% | -0.1% | -9.9% | -10.2% |
| 1Y | -9.8% | +0.5% | -10.3% | -10.1% |
| 3Y | +23.3% | +15.3% | +8.0% | +18.1% |
| 5Y | -2.4% | -26.1% | +23.8% | +2.4% |
| 10Y | +239.4% | +117.8% | +121.6% | +182.6% |
| All | +3,640.6% | +4,109.4% | -468.8% | +1,969.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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