+231.1%
ABT vs AR
+47.5%
+183.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.2% |
| 7D | +3.5% | -14.3% | +17.8% | +4.3% |
| 30D | +12.0% | +1.4% | +10.6% | +11.9% |
| 3M | +2.5% | +3.4% | -0.9% | +2.2% |
| 6M | +29.1% | -2.1% | +31.1% | +29.0% |
| YTD | -10.1% | +4.7% | -14.8% | -10.6% |
| 1Y | -9.8% | +10.6% | -20.4% | -10.7% |
| 3Y | +23.3% | +24.6% | -1.3% | +20.2% |
| 5Y | -2.4% | +71.9% | -74.3% | -7.3% |
| All | +231.1% | +47.5% | +183.6% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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