+54.6%
TER vs ABT
-2.1%
+56.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.2% |
| 7D | -20.5% | +3.5% | -24.0% | -21.1% |
| 30D | -47.0% | +12.0% | -59.0% | -48.6% |
| 3M | -43.3% | +2.5% | -45.7% | -43.8% |
| 6M | -42.9% | +29.1% | -72.0% | -48.8% |
| YTD | +12.9% | -10.1% | +22.9% | +19.4% |
| 1Y | +18.2% | -9.8% | +28.0% | +24.5% |
| 3Y | +151.8% | +23.3% | +128.5% | +108.2% |
| All | +54.6% | -2.1% | +56.6% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling