+204.4%
ABT vs CAPR
-77.1%
+281.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -2.6% |
| 7D | -3.1% | -9.5% | +6.4% | -3.1% |
| 30D | -2.1% | +121.5% | -123.6% | -2.8% |
| 3M | +17.4% | -65.4% | +82.8% | +17.7% |
| 6M | -2.4% | -67.5% | +65.1% | -2.2% |
| YTD | -14.2% | -68.6% | +54.4% | -14.0% |
| 1Y | -18.3% | +42.7% | -61.0% | -20.5% |
| 3Y | +11.5% | +43.4% | -31.8% | +6.4% |
| 5Y | -9.9% | +86.0% | -95.9% | -15.0% |
| 10Y | +204.4% | -77.4% | +281.8% | +186.3% |
| All | +204.4% | -77.1% | +281.5% | +186.3% |
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