-5.1%
ABT vs BB
-11.2%
+6.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.2% |
| 7D | -5.4% | +7.3% | -12.7% | -5.7% |
| 30D | +8.0% | +11.2% | -3.2% | +7.3% |
| 3M | +0.2% | +4.7% | -4.5% | -0.3% |
| 6M | +34.1% | +51.1% | -17.0% | +28.6% |
| YTD | -10.6% | +148.0% | -158.6% | -18.0% |
| 1Y | -11.8% | +106.1% | -117.9% | -17.9% |
| 3Y | +23.9% | +158.2% | -134.4% | +8.9% |
| 5Y | -5.1% | -10.8% | +5.7% | -6.3% |
| All | -5.1% | -11.2% | +6.1% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling