+3.8%
ABT vs COMP
-53.0%
+56.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.4% |
| 7D | +1.0% | +7.2% | -6.2% | +0.5% |
| 30D | +11.6% | +6.4% | +5.2% | +11.0% |
| 3M | +2.3% | -19.4% | +21.8% | +3.4% |
| 6M | +32.7% | +14.6% | +18.2% | +30.9% |
| YTD | -9.6% | -5.5% | -4.2% | -10.5% |
| 1Y | -10.1% | +13.7% | -23.7% | -12.0% |
| 3Y | +25.2% | +409.7% | -384.5% | +7.0% |
| 5Y | -4.5% | -17.0% | +12.5% | -11.2% |
| All | +3.8% | -53.0% | +56.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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