+47.4%
TER vs ABT
-13.4%
+60.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -1.6% |
| 7D | +24.0% | -5.6% | +29.6% | +20.8% |
| 30D | -30.6% | +5.2% | -35.8% | -28.5% |
| 3M | -34.5% | -2.7% | -31.8% | -34.1% |
| 6M | -26.4% | +28.8% | -55.2% | -23.9% |
| YTD | +36.4% | -12.3% | +48.7% | +60.2% |
| 1Y | +47.4% | -14.7% | +62.1% | +74.8% |
| All | +47.4% | -13.4% | +60.8% | +74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling