+230.2%
ABT vs D
+47.7%
+182.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | -5.6% | -3.1% | -2.5% | -4.4% |
| 30D | +5.2% | +8.4% | -3.2% | +1.9% |
| 3M | -2.7% | +0.2% | -2.9% | -2.9% |
| 6M | +28.8% | +9.5% | +19.4% | +23.9% |
| YTD | -12.3% | +18.8% | -31.1% | -18.7% |
| 1Y | -14.7% | +14.7% | -29.4% | -19.8% |
| 3Y | +21.6% | +72.9% | -51.4% | -5.1% |
| 5Y | -7.8% | +13.1% | -20.9% | -14.1% |
| All | +230.2% | +47.7% | +182.5% | +186.2% |
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