+209.7%
ABT vs DAR
+364.6%
-154.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -4.7% | -0.2% | -4.6% | -4.7% |
| 30D | -3.1% | +7.4% | -10.6% | -4.1% |
| 3M | +16.1% | +15.7% | +0.5% | +13.6% |
| 6M | -5.3% | +30.0% | -35.4% | -9.1% |
| YTD | -14.4% | +87.5% | -102.0% | -22.2% |
| 1Y | -18.4% | +113.4% | -131.8% | -27.4% |
| 3Y | +11.2% | +15.3% | -4.1% | +6.5% |
| 5Y | -9.4% | -4.3% | -5.1% | -12.5% |
| 10Y | +209.7% | +380.2% | -170.4% | +92.0% |
| All | +209.7% | +364.6% | -154.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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