-3.4%
ABT vs TAP
+2.3%
-5.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +0.3% | -7.8% | +8.1% | +2.3% |
| 30D | +11.6% | +7.1% | +4.5% | +9.9% |
| 3M | +3.1% | -7.0% | +10.2% | +4.7% |
| 6M | +32.8% | -3.8% | +36.6% | +33.7% |
| YTD | -9.6% | -11.7% | +2.1% | -7.7% |
| 1Y | -10.4% | -10.1% | -0.3% | -8.9% |
| 3Y | +25.8% | -23.7% | +49.5% | +31.3% |
| 5Y | -3.4% | +2.9% | -6.3% | -4.6% |
| All | -3.4% | +2.3% | -5.7% | -4.6% |
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