+210.2%
ABT vs DOC
-2.1%
+212.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -3.7% | -1.5% | -2.2% | -3.3% |
| 30D | +2.5% | -4.8% | +7.2% | +3.7% |
| 3M | +20.2% | +6.9% | +13.3% | +18.1% |
| 6M | -2.9% | +20.7% | -23.7% | -8.0% |
| YTD | -11.9% | +34.1% | -46.1% | -18.9% |
| 1Y | -16.5% | +22.6% | -39.2% | -21.5% |
| 3Y | +12.1% | +20.8% | -8.7% | +4.4% |
| 5Y | -7.4% | -24.9% | +17.5% | -2.9% |
| All | +210.2% | -2.1% | +212.2% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling