-5.1%
ABT vs DT
-39.8%
+34.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -5.4% | -5.4% | 0.0% | -4.8% |
| 30D | +8.0% | -32.2% | +40.2% | +12.5% |
| 3M | +0.2% | -10.9% | +11.1% | +0.9% |
| 6M | +34.1% | +10.0% | +24.2% | +31.0% |
| YTD | -10.6% | +2.1% | -12.7% | -12.2% |
| 1Y | -11.8% | -5.5% | -6.3% | -12.4% |
| 3Y | +23.9% | -12.4% | +36.3% | +22.6% |
| 5Y | -5.1% | -39.7% | +34.6% | -8.4% |
| All | -5.1% | -39.8% | +34.7% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling