+11.5%
ABT vs DRI
+56.7%
-45.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.3% |
| 7D | -3.1% | -1.2% | -1.9% | -2.9% |
| 30D | -2.1% | -0.4% | -1.7% | -2.1% |
| 3M | +17.4% | +9.5% | +7.9% | +15.6% |
| 6M | -2.4% | +6.5% | -8.8% | -3.6% |
| YTD | -14.2% | +18.4% | -32.6% | -16.8% |
| 1Y | -18.3% | +4.2% | -22.6% | -19.4% |
| 3Y | +11.5% | +57.1% | -45.6% | -0.2% |
| All | +11.5% | +56.7% | -45.2% | -0.2% |
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