+236.5%
ABT vs AA
+46.8%
+189.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.7% | -1.3% |
| 7D | -5.4% | +1.1% | -6.5% | -5.5% |
| 30D | +8.0% | -1.3% | +9.3% | +8.0% |
| 3M | +0.2% | -23.9% | +24.1% | +2.1% |
| 6M | +34.1% | -36.8% | +70.9% | +38.0% |
| YTD | -10.6% | -22.2% | +11.6% | -10.0% |
| 1Y | -11.8% | +10.4% | -22.2% | -13.9% |
| 3Y | +23.9% | +72.0% | -48.1% | +12.7% |
| 5Y | -5.1% | -15.6% | +10.5% | -10.0% |
| All | +236.5% | +46.8% | +189.7% | +166.7% |
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