+20.7%
ABT vs D
+73.4%
-52.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.3% | -1.4% | +0.1% | -0.8% |
| 30D | +6.0% | +7.7% | -1.7% | +3.8% |
| 3M | -1.9% | -0.3% | -1.6% | -1.8% |
| 6M | +31.2% | +10.1% | +21.1% | +27.1% |
| YTD | -11.2% | +19.1% | -30.3% | -16.3% |
| 1Y | -14.0% | +15.9% | -29.9% | -18.2% |
| 3Y | +20.7% | +75.0% | -54.3% | +5.2% |
| All | +20.7% | +73.4% | -52.7% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling