-21.4%
ABT vs BLK
-0.2%
-21.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | -5.9% | -3.3% | -2.6% | -5.4% |
| 30D | -8.1% | -6.5% | -1.6% | -7.2% |
| 3M | +14.5% | +6.7% | +7.8% | +13.4% |
| 6M | -6.3% | +14.7% | -21.0% | -8.3% |
| YTD | -17.1% | +2.5% | -19.6% | -18.8% |
| 1Y | -21.4% | -2.8% | -18.6% | -22.1% |
| All | -21.4% | -0.2% | -21.2% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling