+113.6%
C vs ABT
-6.9%
+120.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +4.2% | -1.3% | +5.4% | +4.6% |
| 30D | +2.0% | +6.0% | -4.1% | +0.1% |
| 3M | -10.1% | -1.9% | -8.2% | -9.8% |
| 6M | +1.0% | +31.2% | -30.2% | -8.7% |
| YTD | +8.5% | -11.2% | +19.7% | +12.4% |
| 1Y | +25.7% | -14.0% | +39.7% | +31.7% |
| 3Y | +216.0% | +20.7% | +195.3% | +175.5% |
| All | +113.6% | -6.9% | +120.5% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling