+21.5%
ABT vs DRI
+68.4%
-46.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -5.4% | -0.7% | -4.7% | -5.3% |
| 30D | +8.0% | +14.7% | -6.7% | +5.4% |
| 3M | +0.2% | +5.4% | -5.2% | -0.8% |
| 6M | +34.1% | +18.8% | +15.3% | +30.1% |
| YTD | -10.6% | +28.4% | -39.0% | -14.5% |
| 1Y | -11.8% | +37.7% | -49.5% | -16.5% |
| All | +21.5% | +68.4% | -46.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling