+3.7%
F vs ABT
-4.8%
+8.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +1.9% |
| 7D | +6.0% | +12.5% | -6.5% | +4.0% |
| 30D | +4.3% | +16.1% | -11.8% | +1.8% |
| 3M | -10.1% | +10.2% | -20.3% | -11.4% |
| 6M | +12.8% | +33.7% | -20.9% | +8.3% |
| YTD | -0.1% | -5.5% | +5.4% | +5.8% |
| 1Y | +3.7% | -5.9% | +9.6% | +9.8% |
| All | +3.7% | -4.8% | +8.4% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling