+232.9%
ABT vs CB
+246.2%
-13.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +0.3% | -1.5% | +1.8% | +0.9% |
| 30D | +11.6% | +6.5% | +5.1% | +9.2% |
| 3M | +3.1% | +4.1% | -0.9% | +1.6% |
| 6M | +32.8% | +14.4% | +18.4% | +26.3% |
| YTD | -9.6% | +17.5% | -27.1% | -15.1% |
| 1Y | -10.4% | +27.5% | -37.9% | -18.3% |
| 3Y | +25.8% | +71.6% | -45.8% | +1.8% |
| 5Y | -3.4% | +100.6% | -104.1% | -26.9% |
| 10Y | +232.9% | +243.0% | -10.1% | +103.0% |
| All | +232.9% | +246.2% | -13.3% | +103.0% |
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