+212.5%
ABT vs CB
+219.3%
-6.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | -3.7% | +0.5% | -4.2% | -3.9% |
| 30D | +2.5% | -3.1% | +5.6% | +3.6% |
| 3M | +20.2% | +9.0% | +11.2% | +16.3% |
| 6M | -2.9% | +2.9% | -5.8% | -4.1% |
| YTD | -11.9% | +10.1% | -22.0% | -15.3% |
| 1Y | -16.5% | +22.8% | -39.3% | -23.0% |
| 3Y | +12.1% | +73.8% | -61.7% | -9.8% |
| 5Y | -7.4% | +99.2% | -106.6% | -29.7% |
| All | +212.5% | +219.3% | -6.8% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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