+1,462.0%
BA vs ABT
+7,118.2%
-5,656.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -1.9% |
| 7D | -0.1% | +8.6% | -8.7% | -3.1% |
| 30D | -9.1% | +16.4% | -25.6% | -14.1% |
| 3M | -28.2% | +8.1% | -36.3% | -30.4% |
| 6M | -23.1% | +32.1% | -55.2% | -31.3% |
| YTD | -20.6% | -7.1% | -13.5% | -19.4% |
| 1Y | -12.7% | -6.5% | -6.2% | -11.8% |
| 3Y | -11.6% | +26.2% | -37.8% | -21.7% |
| 5Y | -23.1% | +0.9% | -24.0% | -26.2% |
| 10Y | +34.4% | +250.7% | -216.4% | -18.1% |
| All | +1,462.0% | +7,118.2% | -5,656.2% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling