+1,163.5%
C vs ABT
+6,741.2%
-5,577.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.6% | -3.7% | +7.3% | +5.5% |
| 30D | +0.1% | +2.5% | -2.4% | -1.3% |
| 3M | +2.4% | +20.2% | -17.8% | -7.5% |
| 6M | +24.9% | -2.9% | +27.9% | +25.1% |
| YTD | +19.8% | -11.9% | +31.7% | +25.2% |
| 1Y | +44.9% | -16.5% | +61.4% | +55.2% |
| 3Y | +263.0% | +12.1% | +250.9% | +226.3% |
| 5Y | +129.5% | -7.4% | +136.9% | +124.6% |
| 10Y | +291.6% | +210.7% | +80.9% | +98.0% |
| All | +1,163.5% | +6,741.2% | -5,577.7% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling