+22.7%
C vs ABT
-9.7%
+32.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.4% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | -5.4% | +11.6% | -17.0% | -6.1% |
| 3M | -9.2% | +3.1% | -12.3% | -9.4% |
| 6M | -1.8% | +32.8% | -34.6% | -5.9% |
| YTD | +6.7% | -9.6% | +16.3% | +6.8% |
| All | +22.7% | -9.7% | +32.4% | +22.9% |
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