+7,133.6%
ABT vs DOC
+2,934.4%
+4,199.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.5% | +5.0% |
| 7D | +12.5% | +8.7% | +3.8% | +10.7% |
| 30D | +16.1% | +7.6% | +8.5% | +14.4% |
| 3M | +10.2% | -5.3% | +15.5% | +11.3% |
| 6M | +33.7% | +27.6% | +6.1% | +26.9% |
| YTD | -5.5% | +32.4% | -37.9% | -11.1% |
| 1Y | -5.9% | +22.9% | -28.8% | -10.2% |
| 3Y | +28.4% | +43.1% | -14.7% | +17.7% |
| 5Y | -1.2% | -21.4% | +20.2% | +1.3% |
| 10Y | +256.6% | +16.8% | +239.8% | +228.3% |
| All | +7,133.6% | +2,934.4% | +4,199.2% | +3,030.9% |
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 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