-11.8%
ABT vs Z
-59.6%
+47.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -5.4% | -13.1% | +7.7% | -4.3% |
| 30D | +8.0% | +5.9% | +2.1% | +7.8% |
| 3M | +0.2% | -13.7% | +13.9% | +1.0% |
| 6M | +34.1% | -27.1% | +61.3% | +33.8% |
| YTD | -10.6% | -56.8% | +46.2% | -15.8% |
| 1Y | -11.8% | -60.2% | +48.4% | -17.3% |
| All | -11.8% | -59.6% | +47.8% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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