-11.3%
ABT vs BLK
+32.0%
-43.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.9% |
| 7D | -5.9% | -3.3% | -2.6% | -4.9% |
| 30D | -8.1% | -6.5% | -1.6% | -6.2% |
| 3M | +14.5% | +6.7% | +7.8% | +11.9% |
| 6M | -6.3% | +14.7% | -21.0% | -10.7% |
| YTD | -17.1% | +2.5% | -19.6% | -18.6% |
| 1Y | -21.4% | -2.8% | -18.6% | -21.6% |
| 3Y | +5.9% | +65.9% | -59.9% | -15.9% |
| All | -11.3% | +32.0% | -43.3% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling