+6,616.3%
ABT vs DD
+1,148.4%
+5,467.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -5.6% | +6.7% | -12.3% | -7.0% |
| 30D | +5.2% | +19.4% | -14.2% | +0.9% |
| 3M | -2.7% | +7.6% | -10.3% | -4.6% |
| 6M | +28.8% | +2.9% | +26.0% | +27.3% |
| YTD | -12.3% | +29.9% | -42.1% | -18.2% |
| 1Y | -14.7% | +28.6% | -43.3% | -20.3% |
| 3Y | +21.6% | +90.0% | -68.4% | +1.7% |
| 5Y | -7.8% | +68.1% | -75.9% | -21.6% |
| 10Y | +222.5% | +98.7% | +123.8% | +150.6% |
| All | +6,616.3% | +1,148.4% | +5,467.9% | +2,662.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling