+197.1%
ABT vs BG
+166.7%
+30.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -1.1% |
| 7D | -5.9% | +3.1% | -9.0% | -6.3% |
| 30D | -8.1% | +10.2% | -18.3% | -9.5% |
| 3M | +14.5% | -1.7% | +16.2% | +14.5% |
| 6M | -6.3% | +1.0% | -7.3% | -6.9% |
| YTD | -17.1% | +39.9% | -57.0% | -22.0% |
| 1Y | -21.4% | +53.2% | -74.6% | -27.3% |
| 3Y | +5.9% | +16.3% | -10.3% | +1.6% |
| 5Y | -12.8% | +83.9% | -96.6% | -24.7% |
| All | +197.1% | +166.7% | +30.5% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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