+1,057.8%
TER vs ABT
+222.7%
+835.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.1% |
| 7D | +24.0% | -5.6% | +29.6% | +27.1% |
| 30D | -30.6% | +5.2% | -35.8% | -32.8% |
| 3M | -34.5% | -2.7% | -31.8% | -34.5% |
| 6M | -26.4% | +28.8% | -55.2% | -38.2% |
| YTD | +36.4% | -12.3% | +48.7% | +42.2% |
| 1Y | +47.4% | -14.7% | +62.1% | +55.8% |
| 3Y | +202.6% | +21.6% | +181.0% | +144.1% |
| 5Y | +83.9% | -7.8% | +91.7% | +77.9% |
| All | +1,057.8% | +222.7% | +835.0% | +423.5% |
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