+201.2%
ABT vs CG
+321.9%
-120.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.3% |
| 7D | -5.0% | -9.8% | +4.8% | -2.9% |
| 30D | -5.8% | -10.3% | +4.5% | -3.7% |
| 3M | +16.7% | -1.7% | +18.4% | +16.7% |
| 6M | -5.2% | -9.8% | +4.6% | -3.8% |
| YTD | -16.0% | -25.6% | +9.6% | -11.6% |
| 1Y | -18.3% | -32.5% | +14.3% | -12.4% |
| 3Y | +9.2% | +45.6% | -36.4% | -7.5% |
| 5Y | -11.6% | +3.7% | -15.2% | -20.9% |
| All | +201.2% | +321.9% | -120.6% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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