-11.5%
BA vs ABT
-9.7%
-1.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -9.5% | +11.6% | -21.1% | -10.5% |
| 3M | -26.5% | +3.1% | -29.6% | -26.8% |
| 6M | -27.4% | +32.8% | -60.2% | -29.3% |
| YTD | -20.6% | -9.6% | -11.0% | -20.3% |
| All | -11.5% | -9.7% | -1.8% | -11.3% |
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