+13.4%
ABT vs U
-44.5%
+57.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -3.7% | -3.8% | +0.1% | -3.5% |
| 30D | +2.5% | +17.5% | -15.0% | +1.6% |
| 3M | +20.2% | +38.7% | -18.5% | +17.9% |
| 6M | -2.9% | +104.4% | -107.3% | -6.9% |
| YTD | -11.9% | -5.7% | -6.2% | -12.5% |
| 1Y | -16.5% | +3.7% | -20.2% | -18.0% |
| 3Y | +12.1% | +12.3% | -0.2% | +7.0% |
| 5Y | -7.4% | -68.8% | +61.4% | -9.4% |
| All | +13.4% | -44.5% | +57.9% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling