+33.9%
TER vs ABT
-9.7%
+43.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.5% | +12.2% | +13.0% |
| 7D | -5.8% | +0.3% | -6.1% | -5.3% |
| 30D | -38.9% | +11.6% | -50.5% | -35.5% |
| 3M | -35.1% | +3.1% | -38.3% | -33.3% |
| 6M | -31.6% | +32.8% | -64.4% | -28.2% |
| YTD | +27.2% | -9.6% | +36.8% | +50.4% |
| All | +33.9% | -9.7% | +43.6% | +58.8% |
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