-9.4%
ABT vs Z
-65.8%
+56.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -4.7% | -7.1% | +2.3% | -4.1% |
| 30D | -3.1% | -4.8% | +1.6% | -2.8% |
| 3M | +16.1% | -9.3% | +25.5% | +16.9% |
| 6M | -5.3% | -29.0% | +23.6% | -2.9% |
| YTD | -14.4% | -52.9% | +38.4% | -9.4% |
| 1Y | -18.4% | -63.1% | +44.7% | -11.8% |
| 3Y | +11.2% | -36.9% | +48.1% | +11.4% |
| 5Y | -9.4% | -65.5% | +56.1% | -12.2% |
| All | -9.4% | -65.8% | +56.4% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling