+232.9%
ABT vs D
+42.1%
+190.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +11.6% | +10.7% | +0.9% | +7.3% |
| 3M | +3.1% | +2.3% | +0.9% | +2.1% |
| 6M | +32.8% | +12.5% | +20.3% | +26.3% |
| YTD | -9.6% | +20.1% | -29.7% | -16.5% |
| 1Y | -10.4% | +15.6% | -25.9% | -16.0% |
| 3Y | +25.8% | +75.2% | -49.3% | -2.3% |
| 5Y | -3.4% | +14.6% | -18.0% | -10.5% |
| 10Y | +232.9% | +43.8% | +189.1% | +189.6% |
| All | +232.9% | +42.1% | +190.7% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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