+620.7%
GEV vs ABT
+1.9%
+618.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | +3.3% | -3.7% | +7.0% | +2.7% |
| 30D | -7.5% | +2.5% | -9.9% | -7.1% |
| 3M | -2.2% | +20.2% | -22.4% | +0.2% |
| 6M | +12.1% | -2.9% | +15.0% | +14.4% |
| YTD | +44.4% | -11.9% | +56.3% | +46.1% |
| 1Y | +57.7% | -16.5% | +74.2% | +58.8% |
| All | +620.7% | +1.9% | +618.8% | +646.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling