+1,924.6%
NOW vs ABT
+385.4%
+1,539.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.0% |
| 7D | -8.7% | +1.0% | -9.7% | -9.4% |
| 30D | -29.3% | +11.6% | -40.9% | -34.5% |
| 3M | -21.8% | +2.3% | -24.2% | -23.8% |
| 6M | +9.2% | +32.7% | -23.5% | -10.4% |
| YTD | -35.0% | -9.6% | -25.3% | -32.6% |
| 1Y | -42.5% | -10.1% | -32.4% | -40.5% |
| 3Y | -21.5% | +25.2% | -46.7% | -39.1% |
| 5Y | -25.8% | -4.5% | -21.2% | -29.4% |
| 10Y | +506.3% | +228.3% | +278.1% | +127.2% |
| All | +1,924.6% | +385.4% | +1,539.2% | +561.1% |
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