+1,129.5%
ABT vs BLK
+12,788.7%
-11,659.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -5.0% | -5.2% | +0.2% | -3.8% |
| 30D | -5.8% | -7.0% | +1.3% | -4.2% |
| 3M | +16.7% | +5.7% | +11.1% | +15.0% |
| 6M | -5.2% | +11.0% | -16.3% | -7.9% |
| YTD | -16.0% | +0.9% | -16.9% | -16.7% |
| 1Y | -18.3% | -1.6% | -16.6% | -18.6% |
| 3Y | +9.2% | +64.5% | -55.2% | -5.1% |
| 5Y | -11.6% | +30.9% | -42.4% | -19.7% |
| 10Y | +204.2% | +275.1% | -70.9% | +117.0% |
| All | +1,129.5% | +12,788.7% | -11,659.2% | +506.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling