+6,467.5%
ABT vs DD
+959.7%
+5,507.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -2.1% | -7.4% | +5.3% | -0.5% |
| 3M | +17.4% | -6.4% | +23.9% | +18.9% |
| 6M | -2.4% | -2.5% | +0.1% | -2.5% |
| YTD | -14.2% | +10.2% | -24.5% | -16.9% |
| 1Y | -18.3% | +36.9% | -55.3% | -24.9% |
| 3Y | +11.5% | +47.0% | -35.5% | -1.1% |
| 5Y | -9.9% | +63.1% | -73.0% | -22.9% |
| 10Y | +204.4% | +68.2% | +136.2% | +146.1% |
| All | +6,467.5% | +959.7% | +5,507.8% | +2,708.5% |
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