-9.9%
ABT vs ALB
-43.6%
+33.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.7% |
| 7D | -3.1% | -4.4% | +1.3% | -3.0% |
| 30D | -2.1% | -1.2% | -0.9% | -2.1% |
| 3M | +17.4% | -13.3% | +30.7% | +17.9% |
| 6M | -2.4% | -19.8% | +17.4% | -2.1% |
| YTD | -14.2% | -7.9% | -6.3% | -14.8% |
| 1Y | -18.3% | +60.2% | -78.5% | -21.7% |
| 3Y | +11.5% | -26.4% | +37.9% | +12.3% |
| 5Y | -9.9% | -42.5% | +32.6% | -9.8% |
| All | -9.9% | -43.6% | +33.7% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling