+773.9%
ABT vs DLR
+3,595.6%
-2,821.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.7% | +1.6% | -5.3% | -4.0% |
| 30D | +2.5% | -3.4% | +5.8% | +3.1% |
| 3M | +20.2% | +0.5% | +19.7% | +19.7% |
| 6M | -2.9% | +4.6% | -7.5% | -4.3% |
| YTD | -11.9% | +23.4% | -35.3% | -16.1% |
| 1Y | -16.5% | +19.0% | -35.6% | -20.1% |
| 3Y | +12.1% | +56.5% | -44.4% | -0.2% |
| 5Y | -7.4% | +33.3% | -40.7% | -16.0% |
| 10Y | +210.7% | +165.1% | +45.5% | +145.9% |
| All | +773.9% | +3,595.6% | -2,821.7% | +353.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling