+55.3%
BE vs ABT
-4.8%
+60.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.6% | -11.9% | -1.7% |
| 7D | -12.1% | +12.5% | -24.7% | -2.7% |
| 30D | -30.1% | +16.1% | -46.2% | -20.3% |
| 3M | -12.1% | +10.2% | -22.4% | -3.3% |
| 6M | -30.6% | +33.7% | -64.3% | -14.6% |
| YTD | +130.6% | -5.5% | +136.2% | +184.3% |
| 1Y | +55.3% | -5.9% | +61.2% | +93.7% |
| All | +55.3% | -4.8% | +60.1% | +93.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling