+23.3%
ABT vs U
+81.5%
-58.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.5% | -8.7% | -3.2% |
| 7D | +3.5% | +36.6% | -33.1% | +3.4% |
| 30D | +12.0% | +13.3% | -1.3% | +12.0% |
| 3M | +2.5% | +26.2% | -23.7% | +2.4% |
| 6M | +29.1% | +88.7% | -59.7% | +29.1% |
| YTD | -10.1% | +16.6% | -26.7% | -10.2% |
| 1Y | -9.8% | +29.0% | -38.8% | -10.0% |
| 3Y | +23.3% | +99.5% | -76.2% | +21.8% |
| All | +23.3% | +81.5% | -58.2% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling