+14.3%
ABT vs DOC
+20.8%
-6.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -3.7% | -1.5% | -2.2% | -3.4% |
| 30D | +2.5% | -4.8% | +7.2% | +3.3% |
| 3M | +20.2% | +6.9% | +13.3% | +19.0% |
| 6M | -2.9% | +20.7% | -23.7% | -5.9% |
| YTD | -11.9% | +34.1% | -46.1% | -16.2% |
| 1Y | -16.5% | +22.6% | -39.2% | -19.4% |
| All | +14.3% | +20.8% | -6.5% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling