+46.0%
ON vs ABT
-18.6%
+64.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.2% |
| 7D | -1.9% | -4.7% | +2.9% | -3.7% |
| 30D | -11.0% | -3.1% | -7.9% | -12.1% |
| 3M | -39.3% | +16.1% | -55.5% | -35.8% |
| 6M | +19.8% | -5.3% | +25.2% | +30.8% |
| YTD | +31.1% | -14.4% | +45.5% | +44.1% |
| 1Y | +46.0% | -18.4% | +64.4% | +61.7% |
| All | +46.0% | -18.6% | +64.6% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling