+230.2%
ABT vs B
+218.7%
+11.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.3% | -1.6% |
| 7D | -5.6% | -6.2% | +0.6% | -5.1% |
| 30D | +5.2% | -6.6% | +11.8% | +5.7% |
| 3M | -2.7% | -7.9% | +5.2% | -2.2% |
| 6M | +28.8% | -16.8% | +45.6% | +30.4% |
| YTD | -12.3% | -11.7% | -0.6% | -12.2% |
| 1Y | -14.7% | +3.5% | -18.2% | -15.9% |
| 3Y | +21.6% | +165.7% | -144.2% | +7.6% |
| 5Y | -7.8% | +108.4% | -116.2% | -17.4% |
| All | +230.2% | +218.7% | +11.5% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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