+1,802.9%
TER vs ABT
+205.4%
+1,597.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.7% |
| 7D | +9.4% | -5.0% | +14.4% | +12.0% |
| 30D | -2.4% | -5.8% | +3.4% | 0.0% |
| 3M | +6.5% | +16.7% | -10.2% | -4.3% |
| 6M | +23.2% | -5.2% | +28.4% | +24.0% |
| YTD | +91.5% | -16.0% | +107.4% | +105.6% |
| 1Y | +214.8% | -18.3% | +233.1% | +240.7% |
| 3Y | +275.3% | +9.2% | +266.1% | +225.9% |
| 5Y | +211.9% | -11.6% | +223.5% | +210.2% |
| All | +1,802.9% | +205.4% | +1,597.5% | +844.0% |
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