+53.9%
F vs ABT
-6.8%
+60.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +5.3% | -3.7% | +9.0% | +7.0% |
| 30D | +4.6% | +2.5% | +2.1% | +3.4% |
| 3M | -3.7% | +20.2% | -23.8% | -11.4% |
| 6M | +16.8% | -2.9% | +19.7% | +18.6% |
| YTD | +15.3% | -11.9% | +27.2% | +22.2% |
| 1Y | +31.0% | -16.5% | +47.6% | +42.5% |
| 3Y | +45.4% | +12.1% | +33.3% | +30.9% |
| All | +53.9% | -6.8% | +60.8% | +42.3% |
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