+209.7%
ABT vs AA
+121.9%
+87.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | -4.7% | -0.6% | -4.1% | -4.7% |
| 30D | -3.1% | -1.6% | -1.6% | -3.1% |
| 3M | +16.1% | -29.8% | +45.9% | +19.0% |
| 6M | -5.3% | -16.6% | +11.3% | -4.7% |
| YTD | -14.4% | -4.0% | -10.4% | -15.1% |
| 1Y | -18.4% | +63.5% | -81.9% | -23.0% |
| 3Y | +11.2% | +86.8% | -75.6% | +0.6% |
| 5Y | -9.4% | +12.4% | -21.7% | -16.6% |
| 10Y | +209.7% | +132.3% | +77.4% | +125.7% |
| All | +209.7% | +121.9% | +87.8% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling