+230.2%
ABT vs BP
+141.7%
+88.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | -5.6% | +2.5% | -8.1% | -5.9% |
| 30D | +5.2% | -5.6% | +10.7% | +5.8% |
| 3M | -2.7% | +8.0% | -10.7% | -4.0% |
| 6M | +28.8% | +5.7% | +23.2% | +27.3% |
| YTD | -12.3% | +36.8% | -49.1% | -16.9% |
| 1Y | -14.7% | +30.7% | -45.4% | -18.6% |
| 3Y | +21.6% | +51.6% | -30.0% | +12.2% |
| 5Y | -7.8% | +112.2% | -120.0% | -20.9% |
| All | +230.2% | +141.7% | +88.5% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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