-9.9%
ABT vs AA
+17.0%
-26.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -2.7% |
| 7D | -3.1% | +1.7% | -4.8% | -3.2% |
| 30D | -2.1% | +3.3% | -5.5% | -2.3% |
| 3M | +17.4% | -29.4% | +46.8% | +19.1% |
| 6M | -2.4% | -12.8% | +10.4% | -2.3% |
| YTD | -14.2% | -2.1% | -12.1% | -14.7% |
| 1Y | -18.3% | +62.8% | -81.1% | -21.2% |
| 3Y | +11.5% | +90.5% | -79.0% | +3.8% |
| 5Y | -9.9% | +19.1% | -29.0% | -10.7% |
| All | -9.9% | +17.0% | -26.9% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling