-4.6%
BA vs ABT
+12.2%
-16.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.2% | -3.7% | +4.8% | +1.6% |
| 30D | -11.6% | +2.5% | -14.1% | -11.9% |
| 3M | -2.4% | +20.2% | -22.6% | -4.6% |
| 6M | -6.6% | -2.9% | -3.7% | -6.1% |
| YTD | -2.2% | -11.9% | +9.7% | -0.7% |
| 1Y | -8.0% | -16.5% | +8.5% | -5.9% |
| All | -4.6% | +12.2% | -16.8% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling