+265.0%
C vs ABT
+12.2%
+252.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +3.6% | -3.7% | +7.3% | +4.2% |
| 30D | +0.1% | +2.5% | -2.4% | -0.3% |
| 3M | +2.4% | +20.2% | -17.8% | -0.9% |
| 6M | +24.9% | -2.9% | +27.9% | +25.3% |
| YTD | +19.8% | -11.9% | +31.7% | +22.0% |
| 1Y | +44.9% | -16.5% | +61.4% | +48.8% |
| All | +265.0% | +12.2% | +252.8% | +254.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling