-27.2%
NOW vs ABT
-7.4%
-19.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.3% |
| 7D | -1.7% | -5.6% | +3.9% | +0.5% |
| 30D | -27.4% | +5.2% | -32.5% | -29.2% |
| 3M | -19.4% | -2.7% | -16.7% | -19.0% |
| 6M | +13.1% | +28.8% | -15.7% | +0.6% |
| YTD | -34.3% | -12.3% | -22.0% | -31.2% |
| 1Y | -41.8% | -14.7% | -27.1% | -38.3% |
| 3Y | -20.7% | +21.6% | -42.3% | -37.5% |
| 5Y | -27.2% | -7.8% | -19.4% | -23.0% |
| All | -27.2% | -7.4% | -19.8% | -23.0% |
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