+33.6%
TER vs ABT
-9.7%
+43.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | -8.9% | +1.0% | -9.9% | -8.2% |
| 30D | -39.1% | +11.6% | -50.6% | -35.6% |
| 3M | -32.8% | +2.3% | -35.1% | -31.0% |
| 6M | -31.7% | +32.7% | -64.5% | -28.3% |
| YTD | +26.9% | -9.6% | +36.6% | +50.0% |
| 1Y | +33.6% | -10.1% | +43.6% | +58.4% |
| All | +33.6% | -9.7% | +43.3% | +58.4% |
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