-3.4%
ABT vs Z
-55.0%
+51.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.1% |
| 7D | +0.3% | -5.2% | +5.5% | +0.8% |
| 30D | +11.6% | +5.7% | +5.9% | +10.9% |
| 3M | +3.1% | -8.7% | +11.9% | +3.7% |
| 6M | +32.8% | -26.0% | +58.8% | +35.8% |
| YTD | -9.6% | -55.0% | +45.4% | -3.7% |
| 1Y | -10.4% | -58.0% | +47.6% | -4.0% |
| 3Y | +25.8% | -15.2% | +41.0% | +19.9% |
| 5Y | -3.4% | -53.8% | +50.4% | -6.0% |
| All | -3.4% | -55.0% | +51.6% | -6.0% |
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