+11.5%
ABT vs DLR
+57.6%
-46.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -3.1% | +3.4% | -6.5% | -3.4% |
| 30D | -2.1% | -2.2% | +0.1% | -2.0% |
| 3M | +17.4% | +4.7% | +12.7% | +16.8% |
| 6M | -2.4% | +9.0% | -11.4% | -3.3% |
| YTD | -14.2% | +24.1% | -38.4% | -16.0% |
| 1Y | -18.3% | +20.9% | -39.3% | -20.0% |
| 3Y | +11.5% | +60.0% | -48.5% | +6.6% |
| All | +11.5% | +57.6% | -46.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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