+230.2%
ABT vs CAPR
-63.2%
+293.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.7% | +6.9% | -1.8% |
| 7D | -5.6% | +19.1% | -24.7% | -5.7% |
| 30D | +5.2% | +48.8% | -43.7% | +4.8% |
| 3M | -2.7% | +144.4% | -147.1% | -3.5% |
| 6M | +28.8% | -67.5% | +96.4% | +29.1% |
| YTD | -12.3% | -64.5% | +52.2% | -12.2% |
| 1Y | -14.7% | +74.4% | -89.1% | -17.1% |
| 3Y | +21.6% | +265.7% | -244.2% | +14.6% |
| 5Y | -7.8% | +196.0% | -203.7% | -13.5% |
| All | +230.2% | -63.2% | +293.4% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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