+11.5%
ABT vs DT
+3.8%
+7.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.5% |
| 7D | -3.1% | -4.9% | +1.7% | -2.9% |
| 30D | -2.1% | +2.7% | -4.8% | -2.3% |
| 3M | +17.4% | +20.0% | -2.5% | +16.1% |
| 6M | -2.4% | +28.0% | -30.4% | -4.0% |
| YTD | -14.2% | +16.0% | -30.3% | -15.0% |
| 1Y | -18.3% | +0.7% | -19.1% | -18.2% |
| 3Y | +11.5% | +6.2% | +5.3% | +9.6% |
| All | +11.5% | +3.8% | +7.7% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling