-26.2%
BE vs ABT
+31.2%
-57.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.1% | +14.0% | +11.5% |
| 7D | +4.5% | -5.4% | +9.9% | -3.4% |
| 30D | -20.1% | +8.0% | -28.1% | -8.9% |
| 3M | -0.8% | +0.2% | -1.0% | +1.5% |
| 6M | -26.2% | +34.1% | -60.4% | +9.4% |
| All | -26.2% | +31.2% | -57.4% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling