+204.4%
ABT vs D
+35.9%
+168.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -3.1% | +0.8% | -3.9% | -3.4% |
| 30D | -2.1% | -0.7% | -1.4% | -1.9% |
| 3M | +17.4% | +2.1% | +15.3% | +16.3% |
| 6M | -2.4% | +6.8% | -9.2% | -5.4% |
| YTD | -14.2% | +16.5% | -30.8% | -19.8% |
| 1Y | -18.3% | +19.2% | -37.5% | -24.5% |
| 3Y | +11.5% | +61.9% | -50.4% | -10.8% |
| 5Y | -9.9% | +6.5% | -16.4% | -13.9% |
| 10Y | +204.4% | +35.3% | +169.1% | +166.6% |
| All | +204.4% | +35.9% | +168.5% | +166.6% |
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