+69.0%
F vs ABT
+226.7%
-157.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.2% |
| 7D | -2.1% | -5.4% | +3.2% | +0.1% |
| 30D | +3.3% | +8.0% | -4.7% | 0.0% |
| 3M | -11.3% | +0.2% | -11.5% | -11.6% |
| 6M | +5.3% | +34.1% | -28.8% | -8.3% |
| YTD | -2.2% | -10.6% | +8.4% | +1.7% |
| 1Y | -3.5% | -11.8% | +8.3% | +0.9% |
| 3Y | +49.5% | +23.9% | +25.6% | +30.8% |
| 5Y | -13.5% | -5.1% | -8.4% | -15.2% |
| 10Y | +69.0% | +228.6% | -159.6% | +0.3% |
| All | +69.0% | +226.7% | -157.6% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling