+201.2%
ABT vs AG
+73.4%
+127.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.6% |
| 7D | -5.0% | -5.8% | +0.8% | -4.8% |
| 30D | -5.8% | +6.4% | -12.2% | -6.0% |
| 3M | +16.7% | +28.4% | -11.6% | +15.6% |
| 6M | -5.2% | -24.5% | +19.2% | -4.7% |
| YTD | -16.0% | +21.2% | -37.2% | -17.2% |
| 1Y | -18.3% | +114.1% | -132.4% | -21.4% |
| 3Y | +9.2% | +268.0% | -258.8% | +1.1% |
| 5Y | -11.6% | +67.3% | -78.9% | -16.5% |
| All | +201.2% | +73.4% | +127.8% | +180.9% |
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