+2,506.1%
ABT vs DRI
+7,577.6%
-5,071.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.7% | +0.6% | -4.3% | -3.8% |
| 30D | +2.5% | +3.8% | -1.4% | +1.8% |
| 3M | +20.2% | +13.0% | +7.2% | +17.7% |
| 6M | -2.9% | +8.3% | -11.2% | -4.4% |
| YTD | -11.9% | +20.6% | -32.5% | -14.9% |
| 1Y | -16.5% | +6.5% | -23.0% | -17.8% |
| 3Y | +12.1% | +53.7% | -41.6% | +2.9% |
| 5Y | -7.4% | +72.7% | -80.1% | -17.4% |
| 10Y | +210.7% | +363.2% | -152.5% | +121.8% |
| All | +2,506.1% | +7,577.6% | -5,071.5% | +1,010.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling