-7.0%
ABT vs TPR
+239.8%
-246.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.7% | -2.3% | -1.4% | -3.4% |
| 30D | +2.5% | -23.0% | +25.4% | +5.5% |
| 3M | +20.2% | -12.5% | +32.7% | +21.7% |
| 6M | -2.9% | -21.4% | +18.5% | -0.7% |
| YTD | -11.9% | -3.5% | -8.4% | -12.2% |
| 1Y | -16.5% | +17.4% | -33.9% | -19.0% |
| 3Y | +12.1% | +291.3% | -279.1% | -12.3% |
| All | -7.0% | +239.8% | -246.8% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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