-6.4%
T vs ABT
-4.8%
-1.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +1.3% |
| 7D | +5.5% | +12.5% | -7.1% | +3.8% |
| 30D | -8.9% | +16.1% | -25.0% | -10.7% |
| 3M | -5.6% | +10.2% | -15.8% | -6.8% |
| 6M | -14.3% | +33.7% | -48.0% | -16.7% |
| YTD | -7.9% | -5.5% | -2.4% | -8.5% |
| 1Y | -6.4% | -5.9% | -0.5% | -6.8% |
| All | -6.4% | -4.8% | -1.7% | -6.8% |
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