+191.2%
TER vs ABT
+20.8%
+170.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.1% |
| 7D | +14.4% | -1.3% | +15.6% | +14.1% |
| 30D | -30.6% | +6.0% | -36.6% | -29.6% |
| 3M | -39.2% | -1.9% | -37.3% | -38.8% |
| 6M | -31.3% | +31.2% | -62.5% | -30.8% |
| YTD | +29.1% | -11.2% | +40.3% | +36.8% |
| 1Y | +47.4% | -14.0% | +61.4% | +56.6% |
| 3Y | +191.2% | +20.7% | +170.6% | +173.0% |
| All | +191.2% | +20.8% | +170.4% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling