+249.6%
ALAB vs ABT
+3.7%
+246.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.5% | +13.2% | +14.1% |
| 7D | -5.6% | +0.3% | -5.9% | -5.2% |
| 30D | -36.6% | +11.6% | -48.3% | -30.8% |
| 3M | -35.1% | +3.1% | -38.2% | -32.7% |
| 6M | +8.5% | +32.8% | -24.3% | +34.2% |
| YTD | +30.4% | -9.6% | +40.0% | +35.6% |
| 1Y | +31.0% | -10.4% | +41.4% | +36.3% |
| All | +249.6% | +3.7% | +246.0% | +311.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling