+209.7%
ABT vs ALB
+80.1%
+129.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | -4.7% | -8.6% | +3.9% | -3.9% |
| 30D | -3.1% | -4.0% | +0.9% | -2.8% |
| 3M | +16.1% | -17.4% | +33.5% | +18.0% |
| 6M | -5.3% | -25.4% | +20.0% | -3.6% |
| YTD | -14.4% | -10.5% | -3.9% | -15.1% |
| 1Y | -18.4% | +75.8% | -94.2% | -26.0% |
| 3Y | +11.2% | -28.5% | +39.7% | +10.1% |
| 5Y | -9.4% | -45.1% | +35.7% | -9.8% |
| 10Y | +209.7% | +87.3% | +122.4% | +101.5% |
| All | +209.7% | +80.1% | +129.7% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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