+56.5%
ABT vs DOW
-5.5%
+62.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -1.3% | +5.2% | -6.5% | -2.1% |
| 30D | +6.0% | +13.2% | -7.2% | +3.9% |
| 3M | -1.9% | +10.1% | -12.0% | -3.5% |
| 6M | +31.2% | -13.1% | +44.2% | +33.5% |
| YTD | -11.2% | +46.1% | -57.4% | -18.7% |
| 1Y | -14.0% | +50.0% | -64.0% | -21.7% |
| 3Y | +20.7% | -20.2% | +40.9% | +21.7% |
| 5Y | -6.7% | -27.7% | +21.0% | -4.7% |
| All | +56.5% | -5.5% | +62.0% | +29.7% |
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