+4,393.9%
ABT vs BWA
+3,492.4%
+901.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.9% |
| 7D | -3.7% | +5.7% | -9.3% | -4.5% |
| 30D | +2.5% | +1.4% | +1.1% | +2.1% |
| 3M | +20.2% | -12.1% | +32.3% | +22.2% |
| 6M | -2.9% | +28.6% | -31.5% | -7.5% |
| YTD | -11.9% | +51.1% | -63.0% | -18.7% |
| 1Y | -16.5% | +55.9% | -72.4% | -23.4% |
| 3Y | +12.1% | +70.1% | -58.0% | -0.2% |
| 5Y | -7.4% | +90.7% | -98.1% | -20.2% |
| 10Y | +210.7% | +154.0% | +56.7% | +146.1% |
| All | +4,393.9% | +3,492.4% | +901.5% | +2,248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling