+197.1%
ABT vs BWA
+156.8%
+40.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.8% | -1.6% |
| 7D | -5.9% | -1.3% | -4.6% | -5.7% |
| 30D | -8.1% | -2.9% | -5.1% | -7.7% |
| 3M | +14.5% | -10.7% | +25.2% | +16.5% |
| 6M | -6.3% | +26.5% | -32.7% | -11.1% |
| YTD | -17.1% | +49.1% | -66.2% | -24.4% |
| 1Y | -21.4% | +52.1% | -73.4% | -28.7% |
| 3Y | +5.9% | +72.6% | -66.6% | -8.0% |
| 5Y | -12.8% | +89.4% | -102.2% | -27.4% |
| All | +197.1% | +156.8% | +40.4% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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