-9.9%
ABT vs TAP
0.0%
-9.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.7% |
| 7D | -3.1% | -2.3% | -0.8% | -2.6% |
| 30D | -2.1% | -9.4% | +7.3% | -0.1% |
| 3M | +17.4% | -0.8% | +18.2% | +17.6% |
| 6M | -2.4% | -14.7% | +12.4% | +0.5% |
| YTD | -14.2% | -13.9% | -0.3% | -12.0% |
| 1Y | -18.3% | -18.6% | +0.3% | -15.4% |
| 3Y | +11.5% | -32.0% | +43.5% | +18.9% |
| 5Y | -9.9% | -1.0% | -8.9% | -9.0% |
| All | -9.9% | 0.0% | -9.9% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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