-4.2%
ABT vs D
+12.5%
-16.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.7% |
| 7D | +3.5% | +3.0% | +0.5% | +2.6% |
| 30D | +12.0% | +11.5% | +0.5% | +8.3% |
| 3M | +2.5% | +3.7% | -1.3% | +1.2% |
| 6M | +29.1% | +13.5% | +15.5% | +23.6% |
| YTD | -10.1% | +20.7% | -30.8% | -15.8% |
| 1Y | -9.8% | +18.2% | -28.1% | -15.1% |
| 3Y | +23.3% | +73.3% | -50.1% | +1.6% |
| All | -4.2% | +12.5% | -16.7% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling