-9.4%
ABT vs DLR
+40.9%
-50.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -4.7% | +2.9% | -7.6% | -5.3% |
| 30D | -3.1% | -1.2% | -2.0% | -3.0% |
| 3M | +16.1% | +2.9% | +13.2% | +15.1% |
| 6M | -5.3% | +6.7% | -12.0% | -7.1% |
| YTD | -14.4% | +23.9% | -38.3% | -18.7% |
| 1Y | -18.4% | +18.6% | -37.0% | -22.0% |
| 3Y | +11.2% | +59.7% | -48.5% | -4.2% |
| 5Y | -9.4% | +42.1% | -51.4% | -17.5% |
| All | -9.4% | +40.9% | -50.3% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling