+44.2%
ABT vs DT
+75.7%
-31.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +3.1% | -4.4% | -1.7% |
| 30D | +6.0% | -29.5% | +35.6% | +11.2% |
| 3M | -1.9% | -11.7% | +9.9% | -0.7% |
| 6M | +31.2% | +29.0% | +2.2% | +24.6% |
| YTD | -11.2% | +3.4% | -14.6% | -13.3% |
| 1Y | -14.0% | -4.2% | -9.7% | -15.0% |
| 3Y | +20.7% | -12.8% | +33.5% | +19.2% |
| 5Y | -6.7% | -39.6% | +32.9% | -5.3% |
| All | +44.2% | +75.7% | -31.5% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling