+40.1%
ALAB vs ABT
-18.6%
+58.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +3.8% |
| 7D | +9.6% | -4.7% | +14.4% | +4.9% |
| 30D | -5.3% | -3.1% | -2.1% | -7.7% |
| 3M | -12.0% | +16.1% | -28.2% | +1.3% |
| 6M | +145.7% | -5.3% | +151.1% | +165.6% |
| YTD | +80.7% | -14.4% | +95.1% | +77.7% |
| 1Y | +40.1% | -18.4% | +58.5% | +36.3% |
| All | +40.1% | -18.6% | +58.7% | +36.3% |
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