+3,658.7%
ABT vs SUI
+4,072.7%
-414.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +1.0% | +3.4% | -2.5% | +0.2% |
| 30D | +11.6% | +4.6% | +7.0% | +10.4% |
| 3M | +2.3% | +1.6% | +0.7% | +1.9% |
| 6M | +32.7% | -3.5% | +36.2% | +33.7% |
| YTD | -9.6% | -1.0% | -8.6% | -9.6% |
| 1Y | -10.1% | -1.7% | -8.3% | -9.9% |
| 3Y | +25.2% | +18.4% | +6.8% | +19.3% |
| 5Y | -4.5% | -26.3% | +21.8% | +0.2% |
| 10Y | +228.3% | +123.3% | +104.9% | +172.3% |
| All | +3,658.7% | +4,072.7% | -414.0% | +1,983.1% |
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