+48.2%
ABT vs DOW
-15.2%
+63.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -5.0% | -2.4% | -2.6% | -4.6% |
| 30D | -5.8% | -4.1% | -1.7% | -5.3% |
| 3M | +16.7% | -12.4% | +29.2% | +18.9% |
| 6M | -5.2% | -10.6% | +5.4% | -4.8% |
| YTD | -16.0% | +31.1% | -47.1% | -21.6% |
| 1Y | -18.3% | +30.5% | -48.8% | -24.1% |
| 3Y | +9.2% | -34.4% | +43.6% | +14.4% |
| 5Y | -11.6% | -35.5% | +23.9% | -8.1% |
| All | +48.2% | -15.2% | +63.4% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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