+1,872.1%
T vs ABT
+6,741.2%
-4,869.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -1.3% | -3.7% | +2.4% | -0.1% |
| 30D | +11.4% | +2.5% | +8.9% | +10.5% |
| 3M | +14.3% | +20.2% | -5.9% | +7.7% |
| 6M | -9.3% | -2.9% | -6.3% | -9.0% |
| YTD | +7.1% | -11.9% | +19.0% | +10.4% |
| 1Y | -9.1% | -16.5% | +7.5% | -4.8% |
| 3Y | +105.3% | +12.1% | +93.2% | +94.5% |
| 5Y | +66.8% | -7.4% | +74.2% | +65.9% |
| 10Y | +66.8% | +210.7% | -143.9% | +11.4% |
| All | +1,872.1% | +6,741.2% | -4,869.1% | +362.4% |
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