+110.4%
AAPL vs ABT
-10.0%
+120.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.3% |
| 7D | -2.7% | -3.1% | +0.4% | -1.7% |
| 30D | +1.0% | -2.1% | +3.1% | +1.6% |
| 3M | +5.0% | +17.4% | -12.5% | -1.1% |
| 6M | +23.0% | -2.4% | +25.4% | +23.9% |
| YTD | +16.6% | -14.2% | +30.8% | +23.0% |
| 1Y | +33.4% | -18.3% | +51.8% | +43.3% |
| 3Y | +79.9% | +11.5% | +68.4% | +62.4% |
| All | +110.4% | -10.0% | +120.4% | +111.0% |
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 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