-15.8%
F vs ABT
-2.1%
-13.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.6% |
| 7D | +1.6% | +3.5% | -2.0% | +0.1% |
| 30D | +2.6% | +12.0% | -9.4% | -2.1% |
| 3M | -8.8% | +2.5% | -11.3% | -9.9% |
| 6M | +4.6% | +29.1% | -24.5% | -7.1% |
| YTD | -1.9% | -10.1% | +8.2% | +3.0% |
| 1Y | -0.8% | -9.8% | +9.1% | +4.0% |
| 3Y | +43.5% | +23.3% | +20.2% | +22.0% |
| All | -15.8% | -2.1% | -13.7% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling