+14.5%
ABT vs U
+9.8%
+4.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -3.7% | -3.8% | +0.1% | -3.7% |
| 30D | +2.5% | +17.5% | -15.0% | +2.5% |
| 3M | +20.2% | +38.7% | -18.5% | +20.1% |
| 6M | -2.9% | +104.4% | -107.3% | -3.0% |
| YTD | -11.9% | -5.7% | -6.2% | -12.0% |
| 1Y | -16.5% | +3.7% | -20.2% | -16.7% |
| All | +14.5% | +9.8% | +4.8% | +13.7% |
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