-22.4%
BA vs ABT
-7.4%
-15.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.1% |
| 7D | -0.6% | -5.6% | +5.0% | +1.3% |
| 30D | -8.0% | +5.2% | -13.2% | -9.5% |
| 3M | -25.8% | -2.7% | -23.1% | -25.2% |
| 6M | -27.6% | +28.8% | -56.4% | -34.0% |
| YTD | -21.0% | -12.3% | -8.7% | -17.4% |
| 1Y | -12.3% | -14.7% | +2.4% | -7.4% |
| 3Y | -12.8% | +21.6% | -34.3% | -25.5% |
| 5Y | -22.4% | -7.8% | -14.6% | -27.4% |
| All | -22.4% | -7.4% | -15.0% | -27.4% |
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