-14.0%
ABT vs U
+33.7%
-47.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.2% | -4.1% | +1.2% |
| 7D | -1.3% | +2.6% | -3.8% | -1.3% |
| 30D | +6.0% | +27.6% | -21.5% | +6.3% |
| 3M | -1.9% | +15.3% | -17.2% | -1.7% |
| 6M | +31.2% | +96.4% | -65.2% | +33.0% |
| YTD | -11.2% | +19.6% | -30.8% | -14.0% |
| 1Y | -14.0% | +42.1% | -56.1% | -13.6% |
| All | -14.0% | +33.7% | -47.7% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling