+876.3%
ABT vs TPR
+7,380.8%
-6,504.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 3M | +20.2% | -12.5% | +32.7% | +22.0% |
| 6M | -2.9% | -21.4% | +18.5% | -0.2% |
| YTD | -11.9% | -3.5% | -8.4% | -12.2% |
| 1Y | -16.5% | +17.4% | -33.9% | -19.4% |
| 3Y | +12.1% | +291.3% | -279.1% | -11.4% |
| 5Y | -7.4% | +241.9% | -249.3% | -26.9% |
| 10Y | +210.7% | +322.7% | -112.0% | +119.0% |
| All | +876.3% | +7,380.8% | -6,504.4% | +352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling