+206.7%
ABT vs BP
+135.6%
+71.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -4.7% | +4.0% | -8.7% | -5.3% |
| 30D | -3.1% | +7.8% | -11.0% | -4.2% |
| 3M | +16.1% | +8.4% | +7.8% | +14.6% |
| 6M | -5.3% | +15.1% | -20.4% | -7.7% |
| YTD | -14.4% | +36.4% | -50.9% | -18.8% |
| 1Y | -18.4% | +40.9% | -59.3% | -23.1% |
| 3Y | +11.2% | +38.8% | -27.6% | +4.1% |
| 5Y | -9.4% | +141.1% | -150.5% | -24.3% |
| All | +206.7% | +135.6% | +71.1% | +164.2% |
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