+20.7%
ABT vs DAR
+33.7%
-13.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +1.2% |
| 7D | -1.3% | +11.6% | -12.8% | -1.4% |
| 30D | +6.0% | -10.2% | +16.3% | +6.2% |
| 3M | -1.9% | -14.8% | +13.0% | -1.7% |
| 6M | +31.2% | -10.1% | +41.2% | +31.3% |
| YTD | -11.2% | +55.5% | -66.8% | -13.0% |
| 1Y | -14.0% | +61.7% | -75.6% | -15.8% |
| 3Y | +20.7% | +37.2% | -16.5% | +20.4% |
| All | +20.7% | +33.7% | -13.0% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling