+5,648.9%
CRM vs ABT
+756.8%
+4,892.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.5% |
| 7D | -8.1% | -5.0% | -3.1% | -5.5% |
| 30D | +23.1% | -5.8% | +28.9% | +26.8% |
| 3M | +42.5% | +16.7% | +25.8% | +30.0% |
| 6M | +25.3% | -5.2% | +30.6% | +27.5% |
| YTD | -7.8% | -16.0% | +8.2% | -0.5% |
| 1Y | +1.0% | -18.3% | +19.3% | +10.3% |
| 3Y | +10.0% | +9.2% | +0.8% | -2.0% |
| 5Y | -3.9% | -11.6% | +7.7% | -3.2% |
| 10Y | +233.2% | +204.2% | +28.9% | +58.9% |
| All | +5,648.9% | +756.8% | +4,892.1% | +1,463.5% |
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 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