-17.2%
F vs ABT
-6.9%
-10.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | -3.1% | -1.3% | -1.8% | -2.6% |
| 30D | 0.0% | +6.0% | -6.0% | -2.4% |
| 3M | -13.2% | -1.9% | -11.3% | -12.7% |
| 6M | -10.2% | +31.2% | -41.4% | -21.0% |
| YTD | -4.9% | -11.2% | +6.3% | +0.4% |
| 1Y | -6.1% | -14.0% | +7.9% | +0.7% |
| 3Y | +46.0% | +20.7% | +25.3% | +25.3% |
| All | -17.2% | -6.9% | -10.3% | -24.3% |
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 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