+85.3%
ABT vs TENB
+1.3%
+84.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.7% | -1.7% | -3.1% | -4.5% |
| 30D | -3.1% | -8.3% | +5.1% | -2.3% |
| 3M | +16.1% | +26.2% | -10.0% | +10.9% |
| 6M | -5.3% | +60.2% | -65.5% | -13.5% |
| YTD | -14.4% | +43.1% | -57.5% | -20.8% |
| 1Y | -18.4% | +9.4% | -27.8% | -21.2% |
| 3Y | +11.2% | -23.9% | +35.1% | +11.7% |
| 5Y | -9.4% | -28.2% | +18.9% | -12.0% |
| All | +85.3% | +1.3% | +84.0% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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