-7.0%
ABT vs DOCS
-73.4%
+66.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.3% |
| 7D | -3.7% | -1.4% | -2.3% | -3.6% |
| 30D | +2.5% | +21.8% | -19.3% | +0.9% |
| 3M | +20.2% | +27.3% | -7.1% | +17.9% |
| 6M | -2.9% | -0.3% | -2.6% | -3.6% |
| YTD | -11.9% | -40.5% | +28.6% | -9.7% |
| 1Y | -16.5% | -61.5% | +45.0% | -11.9% |
| 3Y | +12.1% | +8.2% | +3.9% | +5.9% |
| All | -7.0% | -73.4% | +66.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 5y: compounded portfolio wealth divided by compounded DOCS 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…
5y analysis · Full analysis span regression · 6 months rolling