-9.4%
ABT vs DRI
+68.4%
-77.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.1% |
| 7D | -4.7% | -4.8% | +0.1% | -3.7% |
| 30D | -3.1% | -3.9% | +0.8% | -2.3% |
| 3M | +16.1% | +5.1% | +11.1% | +14.8% |
| 6M | -5.3% | +5.5% | -10.8% | -6.6% |
| YTD | -14.4% | +16.5% | -30.9% | -17.6% |
| 1Y | -18.4% | +2.0% | -20.4% | -19.3% |
| 3Y | +11.2% | +54.5% | -43.3% | -1.7% |
| 5Y | -9.4% | +66.6% | -76.0% | -24.5% |
| All | -9.4% | +68.4% | -77.8% | -24.5% |
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