+257.6%
ALAB vs ABT
+1.8%
+255.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -1.8% |
| 7D | +16.3% | -1.3% | +17.6% | +15.3% |
| 30D | -26.1% | +6.0% | -32.2% | -22.2% |
| 3M | -31.3% | -1.9% | -29.4% | -31.1% |
| 6M | -1.0% | +31.2% | -32.2% | +21.1% |
| YTD | +33.3% | -11.2% | +44.6% | +37.0% |
| 1Y | +53.5% | -14.0% | +67.5% | +55.7% |
| All | +257.6% | +1.8% | +255.8% | +315.8% |
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