+201.2%
ABT vs DD
+67.0%
+134.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -5.0% | -2.9% | -2.1% | -4.3% |
| 30D | -5.8% | -11.5% | +5.7% | -2.9% |
| 3M | +16.7% | -5.4% | +22.1% | +18.0% |
| 6M | -5.2% | -6.9% | +1.7% | -4.3% |
| YTD | -16.0% | +6.9% | -22.9% | -18.5% |
| 1Y | -18.3% | +35.6% | -53.9% | -25.8% |
| 3Y | +9.2% | +42.5% | -33.3% | -4.8% |
| 5Y | -11.6% | +58.5% | -70.0% | -26.9% |
| All | +201.2% | +67.0% | +134.2% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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