+69.4%
F vs ABT
+230.1%
-160.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.0% | +1.0% | 0.0% | +0.5% |
| 30D | +2.1% | +11.6% | -9.5% | -2.6% |
| 3M | -10.3% | +2.3% | -12.6% | -11.3% |
| 6M | +3.3% | +32.7% | -29.5% | -9.6% |
| YTD | -2.0% | -9.6% | +7.7% | +1.5% |
| 1Y | -2.3% | -10.1% | +7.8% | +1.3% |
| 3Y | +49.9% | +25.2% | +24.7% | +30.6% |
| 5Y | -12.5% | -4.5% | -7.9% | -14.3% |
| All | +69.4% | +230.1% | -160.7% | +0.1% |
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