+7,013.9%
ABT vs DOC
+2,926.9%
+4,087.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | +8.6% | +6.2% | +2.4% | +7.4% |
| 30D | +16.4% | +6.5% | +10.0% | +15.0% |
| 3M | +8.1% | -6.2% | +14.4% | +9.4% |
| 6M | +32.1% | +25.6% | +6.5% | +25.7% |
| YTD | -7.1% | +32.1% | -39.2% | -12.5% |
| 1Y | -6.5% | +20.3% | -26.8% | -10.4% |
| 3Y | +26.2% | +42.7% | -16.5% | +15.8% |
| 5Y | +0.9% | -22.2% | +23.1% | +3.6% |
| 10Y | +250.7% | +16.5% | +234.2% | +223.1% |
| All | +7,013.9% | +2,926.9% | +4,087.1% | +2,980.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling