+6,642.4%
ABT vs BBWI
+1,034.6%
+5,607.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.8% |
| 7D | -3.7% | +1.5% | -5.2% | -3.9% |
| 30D | +2.5% | -5.2% | +7.7% | +3.0% |
| 3M | +20.2% | +11.1% | +9.1% | +17.9% |
| 6M | -2.9% | -13.4% | +10.4% | -2.2% |
| YTD | -11.9% | +0.1% | -12.0% | -13.3% |
| 1Y | -16.5% | -36.1% | +19.6% | -13.4% |
| 3Y | +12.1% | -44.1% | +56.2% | +14.6% |
| 5Y | -7.4% | -66.2% | +58.8% | -1.1% |
| 10Y | +210.7% | -54.8% | +265.5% | +183.6% |
| All | +6,642.4% | +1,034.6% | +5,607.8% | +2,600.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling