+1,001.8%
TER vs ABT
+221.4%
+780.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.5% | +12.2% | +12.5% |
| 7D | -5.8% | +0.3% | -6.1% | -6.1% |
| 30D | -38.9% | +11.6% | -50.5% | -42.4% |
| 3M | -35.1% | +3.1% | -38.3% | -36.8% |
| 6M | -31.6% | +32.8% | -64.4% | -43.3% |
| YTD | +27.2% | -9.6% | +36.8% | +30.9% |
| 1Y | +35.2% | -10.4% | +45.6% | +39.4% |
| 3Y | +192.8% | +25.8% | +167.0% | +132.7% |
| 5Y | +72.4% | -3.4% | +75.9% | +63.0% |
| 10Y | +1,001.8% | +232.9% | +769.0% | +414.5% |
| All | +1,001.8% | +221.4% | +780.5% | +414.5% |
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