+228.6%
ABT vs AG
+72.5%
+156.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -1.0% |
| 7D | -5.4% | -4.0% | -1.4% | -5.3% |
| 30D | +8.0% | -13.1% | +21.1% | +8.4% |
| 3M | +0.2% | -22.0% | +22.3% | +0.8% |
| 6M | +34.1% | -37.3% | +71.4% | +35.7% |
| YTD | -10.6% | -11.2% | +0.6% | -11.2% |
| 1Y | -11.8% | +23.9% | -35.8% | -13.6% |
| 3Y | +23.9% | +225.1% | -201.3% | +14.7% |
| 5Y | -5.1% | +7.7% | -12.9% | -9.2% |
| 10Y | +228.6% | +86.9% | +141.7% | +204.7% |
| All | +228.6% | +72.5% | +156.1% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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