+209.7%
ABT vs B
+200.3%
+9.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -4.7% | +1.0% | -5.8% | -4.8% |
| 30D | -3.1% | +9.5% | -12.6% | -3.9% |
| 3M | +16.1% | +14.3% | +1.8% | +14.6% |
| 6M | -5.3% | -1.9% | -3.5% | -5.6% |
| YTD | -14.4% | +4.1% | -18.5% | -15.4% |
| 1Y | -18.4% | +56.1% | -74.5% | -22.6% |
| 3Y | +11.2% | +202.0% | -190.8% | -1.8% |
| 5Y | -9.4% | +158.8% | -168.2% | -19.8% |
| 10Y | +209.7% | +211.9% | -2.2% | +167.6% |
| All | +209.7% | +200.3% | +9.5% | +167.6% |
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