+11.5%
ABT vs BBWI
-44.4%
+56.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.5% |
| 7D | -3.1% | +1.6% | -4.7% | -3.2% |
| 30D | -2.1% | -6.2% | +4.1% | -2.0% |
| 3M | +17.4% | +4.3% | +13.1% | +17.2% |
| 6M | -2.4% | -7.2% | +4.8% | -2.2% |
| YTD | -14.2% | -3.0% | -11.2% | -14.3% |
| 1Y | -18.3% | -30.8% | +12.4% | -17.5% |
| 3Y | +11.5% | -43.4% | +54.9% | +11.4% |
| All | +11.5% | -44.4% | +56.0% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling