+131.2%
TLT vs ABT
+1,038.6%
-907.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.1% |
| 7D | -0.4% | -3.7% | +3.3% | -0.8% |
| 30D | -0.6% | +2.5% | -3.1% | -0.3% |
| 3M | -2.7% | +20.2% | -22.9% | -0.9% |
| 6M | -5.6% | -2.9% | -2.7% | -5.8% |
| YTD | -2.8% | -11.9% | +9.1% | -3.9% |
| 1Y | -1.4% | -16.5% | +15.1% | -3.1% |
| 3Y | -1.6% | +12.1% | -13.7% | +0.4% |
| 5Y | -33.8% | -7.4% | -26.4% | -33.8% |
| 10Y | -21.1% | +210.7% | -231.8% | -4.1% |
| All | +131.2% | +1,038.6% | -907.4% | +232.5% |
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