-10.5%
T vs ABT
-18.6%
+8.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -3.1% | -4.7% | +1.7% | -2.3% |
| 30D | +4.6% | -3.1% | +7.7% | +5.1% |
| 3M | +12.2% | +16.1% | -3.9% | +10.2% |
| 6M | -6.5% | -5.3% | -1.1% | -6.8% |
| YTD | +4.9% | -14.4% | +19.3% | +6.9% |
| 1Y | -10.5% | -18.4% | +7.9% | -7.3% |
| All | -10.5% | -18.6% | +8.1% | -7.3% |
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