-5.1%
ABT vs DRI
+78.6%
-83.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -5.4% | -0.7% | -4.7% | -5.2% |
| 30D | +8.0% | +14.7% | -6.7% | +4.6% |
| 3M | +0.2% | +5.4% | -5.2% | -1.2% |
| 6M | +34.1% | +18.8% | +15.3% | +28.5% |
| YTD | -10.6% | +28.4% | -39.0% | -16.2% |
| 1Y | -11.8% | +37.7% | -49.5% | -18.8% |
| 3Y | +23.9% | +68.0% | -44.1% | +5.9% |
| 5Y | -5.1% | +78.8% | -83.9% | -23.2% |
| All | -5.1% | +78.6% | -83.8% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling