+197.1%
ABT vs BLK
+283.5%
-86.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.0% |
| 7D | -5.9% | -3.3% | -2.6% | -4.6% |
| 30D | -8.1% | -6.5% | -1.6% | -5.6% |
| 3M | +14.5% | +6.7% | +7.8% | +11.1% |
| 6M | -6.3% | +14.7% | -21.0% | -12.1% |
| YTD | -17.1% | +2.5% | -19.6% | -19.1% |
| 1Y | -21.4% | -2.8% | -18.6% | -21.7% |
| 3Y | +5.9% | +65.9% | -59.9% | -19.3% |
| 5Y | -12.8% | +33.0% | -45.7% | -28.1% |
| All | +197.1% | +283.5% | -86.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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