+501.5%
ABT vs BND
+76.6%
+424.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -3.1% | +0.1% | -3.3% | -3.1% |
| 30D | -2.1% | -0.4% | -1.8% | -2.1% |
| 3M | +17.4% | -0.2% | +17.7% | +17.5% |
| 6M | -2.4% | -1.2% | -1.2% | -2.2% |
| YTD | -14.2% | -0.3% | -13.9% | -14.2% |
| 1Y | -18.3% | +0.4% | -18.7% | -18.3% |
| 3Y | +11.5% | +13.4% | -1.9% | +10.5% |
| 5Y | -9.9% | -1.5% | -8.4% | -12.4% |
| 10Y | +204.4% | +15.5% | +188.9% | +205.7% |
| All | +501.5% | +76.6% | +424.9% | +492.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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