+3,471.4%
ABT vs DAR
+1,448.0%
+2,023.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.1% | -1.3% |
| 7D | -5.4% | +3.6% | -9.0% | -5.5% |
| 30D | +8.0% | -11.3% | +19.3% | +8.5% |
| 3M | +0.2% | -13.1% | +13.3% | +0.7% |
| 6M | +34.1% | -15.1% | +49.2% | +34.8% |
| YTD | -10.6% | +50.5% | -61.1% | -12.3% |
| 1Y | -11.8% | +57.9% | -69.7% | -13.6% |
| 3Y | +23.9% | +28.9% | -5.1% | +21.5% |
| 5Y | -5.1% | -31.4% | +26.3% | -5.1% |
| 10Y | +228.6% | +301.0% | -72.4% | +206.3% |
| All | +3,471.4% | +1,448.0% | +2,023.4% | +2,908.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling