+234.1%
ABT vs BB
+21.8%
+212.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.3% |
| 7D | -1.3% | +1.8% | -3.1% | -1.4% |
| 30D | +6.0% | +8.1% | -2.1% | +5.3% |
| 3M | -1.9% | -1.0% | -0.9% | -2.2% |
| 6M | +31.2% | +45.9% | -14.7% | +25.8% |
| YTD | -11.2% | +134.8% | -146.1% | -18.3% |
| 1Y | -14.0% | +104.6% | -118.6% | -20.0% |
| 3Y | +20.7% | +152.8% | -132.2% | +7.0% |
| 5Y | -6.7% | -17.4% | +10.8% | -11.2% |
| All | +234.1% | +21.8% | +212.4% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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