+15.8%
ABT vs U
-31.3%
+47.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.5% | -8.7% | -3.5% |
| 7D | +3.5% | +36.6% | -33.1% | +1.8% |
| 30D | +12.0% | +13.3% | -1.3% | +11.1% |
| 3M | +2.5% | +26.2% | -23.7% | +1.0% |
| 6M | +29.1% | +88.7% | -59.7% | +24.3% |
| YTD | -10.1% | +16.6% | -26.7% | -11.8% |
| 1Y | -9.8% | +29.0% | -38.8% | -12.3% |
| 3Y | +23.3% | +99.5% | -76.2% | +12.7% |
| 5Y | -2.4% | -66.1% | +63.8% | -4.9% |
| All | +15.8% | -31.3% | +47.1% | +8.7% |
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 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