-0.9%
BA vs ABT
-6.8%
+5.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.2% | -3.7% | +4.8% | +2.3% |
| 30D | -11.6% | +2.5% | -14.1% | -12.4% |
| 3M | -2.4% | +20.2% | -22.6% | -8.2% |
| 6M | -6.6% | -2.9% | -3.7% | -5.7% |
| YTD | -2.2% | -11.9% | +9.7% | +1.8% |
| 1Y | -8.0% | -16.5% | +8.5% | -2.5% |
| 3Y | -5.0% | +12.1% | -17.1% | -13.8% |
| All | -0.9% | -6.8% | +5.9% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling