+14,227.5%
COST vs ABT
+6,795.4%
+7,432.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +5.0% | -1.3% | +6.3% | +5.4% |
| 30D | +12.8% | +6.0% | +6.8% | +10.5% |
| 3M | +15.2% | -1.9% | +17.0% | +15.7% |
| 6M | +7.4% | +31.2% | -23.8% | -2.4% |
| YTD | +29.0% | -11.2% | +40.3% | +32.8% |
| 1Y | +20.3% | -14.0% | +34.2% | +25.0% |
| 3Y | +99.0% | +20.7% | +78.3% | +82.1% |
| 5Y | +125.7% | -6.7% | +132.4% | +123.8% |
| 10Y | +775.3% | +226.3% | +549.0% | +460.9% |
| All | +14,227.5% | +6,795.4% | +7,432.1% | +2,656.9% |
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