+1,628.8%
T vs ABT
+6,844.3%
-5,215.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.8% |
| 7D | +2.0% | -5.4% | +7.4% | +3.7% |
| 30D | -1.0% | +8.0% | -9.0% | -3.4% |
| 3M | -8.1% | +0.2% | -8.3% | -8.4% |
| 6M | -8.3% | +34.1% | -42.4% | -16.7% |
| YTD | -6.1% | -10.6% | +4.5% | -3.9% |
| 1Y | -7.4% | -11.8% | +4.4% | -4.8% |
| 3Y | +65.4% | +23.9% | +41.6% | +51.7% |
| 5Y | +57.6% | -5.1% | +62.8% | +55.5% |
| 10Y | +61.4% | +228.6% | -167.2% | +5.9% |
| All | +1,628.8% | +6,844.3% | -5,215.5% | +302.7% |
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 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