+14,183.4%
TER vs ABT
+6,741.2%
+7,442.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +0.6% | -3.7% | +4.3% | +2.0% |
| 30D | -8.3% | +2.5% | -10.8% | -9.3% |
| 3M | -12.2% | +20.2% | -32.4% | -19.3% |
| 6M | +17.1% | -2.9% | +20.0% | +16.3% |
| YTD | +84.7% | -11.9% | +96.6% | +89.6% |
| 1Y | +199.9% | -16.5% | +216.5% | +212.7% |
| 3Y | +232.8% | +12.1% | +220.6% | +205.0% |
| 5Y | +198.6% | -7.4% | +206.0% | +194.9% |
| 10Y | +1,669.7% | +210.7% | +1,459.1% | +1,054.5% |
| All | +14,183.4% | +6,741.2% | +7,442.2% | +3,873.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling