+24.5%
ALAB vs ABT
-4.8%
+29.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.6% | -10.0% | +0.7% |
| 7D | -24.9% | +12.5% | -37.4% | -15.7% |
| 30D | -38.4% | +16.1% | -54.5% | -28.6% |
| 3M | -38.3% | +10.2% | -48.5% | -31.5% |
| 6M | +10.9% | +33.7% | -22.8% | +45.2% |
| YTD | +34.2% | -5.5% | +39.7% | +52.0% |
| 1Y | +24.5% | -5.9% | +30.4% | +42.5% |
| All | +24.5% | -4.8% | +29.3% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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