+210.2%
ABT vs APH
+1,060.9%
-850.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -3.7% | +5.0% | -8.6% | -5.0% |
| 30D | +2.5% | -3.9% | +6.4% | +3.3% |
| 3M | +20.2% | +13.0% | +7.2% | +14.4% |
| 6M | -2.9% | +25.2% | -28.1% | -11.2% |
| YTD | -11.9% | +22.9% | -34.9% | -20.2% |
| 1Y | -16.5% | +47.8% | -64.4% | -30.0% |
| 3Y | +12.1% | +283.0% | -270.9% | -41.2% |
| 5Y | -7.4% | +349.7% | -357.1% | -56.2% |
| All | +210.2% | +1,060.9% | -850.7% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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