+204.4%
ABT vs CL
+51.8%
+152.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -3.1% | -1.4% | -1.8% | -2.4% |
| 30D | -2.1% | -5.2% | +3.1% | +0.6% |
| 3M | +17.4% | +3.3% | +14.1% | +15.4% |
| 6M | -2.4% | -4.4% | +2.0% | -0.5% |
| YTD | -14.2% | +13.9% | -28.1% | -20.6% |
| 1Y | -18.3% | +7.6% | -26.0% | -22.2% |
| 3Y | +11.5% | +29.6% | -18.1% | -5.5% |
| 5Y | -9.9% | +28.1% | -37.9% | -23.6% |
| 10Y | +204.4% | +53.4% | +151.0% | +135.0% |
| All | +204.4% | +51.8% | +152.5% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling