-9.9%
ABT vs BP
+131.3%
-141.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -2.8% |
| 7D | -3.1% | +0.9% | -4.1% | -3.2% |
| 30D | -2.1% | +9.1% | -11.3% | -2.8% |
| 3M | +17.4% | +3.9% | +13.5% | +17.0% |
| 6M | -2.4% | +13.6% | -16.0% | -3.7% |
| YTD | -14.2% | +34.0% | -48.2% | -16.8% |
| 1Y | -18.3% | +39.2% | -57.5% | -21.1% |
| 3Y | +11.5% | +36.4% | -24.9% | +7.2% |
| 5Y | -9.9% | +135.8% | -145.7% | -15.3% |
| All | -9.9% | +131.3% | -141.1% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling