+71.5%
T vs ABT
+206.5%
-135.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.6% |
| 7D | -1.5% | -3.1% | +1.6% | -0.5% |
| 30D | +7.6% | -2.1% | +9.7% | +8.3% |
| 3M | +15.3% | +17.4% | -2.1% | +9.0% |
| 6M | -8.5% | -2.4% | -6.1% | -8.3% |
| YTD | +6.8% | -14.2% | +21.0% | +11.6% |
| 1Y | -7.2% | -18.3% | +11.1% | -1.4% |
| 3Y | +108.2% | +11.5% | +96.7% | +96.1% |
| 5Y | +66.1% | -9.9% | +75.9% | +66.5% |
| All | +71.5% | +206.5% | -135.0% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling