-10.1%
BA vs ABT
+22.5%
-32.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +1.0% |
| 7D | +1.1% | +3.5% | -2.4% | +0.6% |
| 30D | -7.9% | +12.0% | -20.0% | -9.2% |
| 3M | -25.3% | +2.5% | -27.8% | -25.6% |
| 6M | -24.6% | +29.1% | -53.7% | -27.1% |
| YTD | -20.1% | -10.1% | -10.1% | -19.1% |
| 1Y | -11.8% | -9.8% | -1.9% | -10.7% |
| 3Y | -10.1% | +23.3% | -33.4% | -17.7% |
| All | -10.1% | +22.5% | -32.7% | -17.7% |
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