+896.9%
ABT vs TPR
+8,033.7%
-7,136.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +3.5% | +14.2% | -10.7% | +1.5% |
| 30D | +12.0% | +17.1% | -5.1% | +9.5% |
| 3M | +2.5% | -17.7% | +20.2% | +4.9% |
| 6M | +29.1% | -10.2% | +39.3% | +30.1% |
| YTD | -10.1% | +4.9% | -15.0% | -11.6% |
| 1Y | -9.8% | +36.1% | -46.0% | -14.7% |
| 3Y | +23.3% | +416.5% | -393.2% | -6.6% |
| 5Y | -2.4% | +254.8% | -257.1% | -23.3% |
| 10Y | +239.4% | +391.7% | -152.3% | +134.1% |
| All | +896.9% | +8,033.7% | -7,136.8% | +355.8% |
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