+961.0%
ABT vs BB
+314.8%
+646.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 3M | -1.9% | -1.0% | -0.9% | -2.1% |
| 6M | +31.2% | +45.9% | -14.7% | +28.3% |
| YTD | -11.2% | +134.8% | -146.1% | -14.9% |
| 1Y | -14.0% | +104.6% | -118.6% | -17.2% |
| 3Y | +20.7% | +152.8% | -132.2% | +13.7% |
| 5Y | -6.7% | -17.4% | +10.8% | -9.2% |
| 10Y | +226.3% | +22.4% | +203.9% | +201.6% |
| All | +961.0% | +314.8% | +646.3% | +896.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling