-5.9%
ABT vs GM
+37.1%
-43.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.6% | +1.0% | +5.0% |
| 7D | +12.5% | +12.1% | +0.5% | +11.2% |
| 30D | +16.1% | +15.2% | +0.9% | +14.5% |
| 3M | +10.2% | +4.9% | +5.3% | +9.5% |
| 6M | +33.7% | +22.6% | +11.1% | +31.2% |
| YTD | -5.5% | +14.4% | -19.9% | -7.5% |
| 1Y | -5.9% | +39.4% | -45.3% | -11.8% |
| All | -5.9% | +37.1% | -43.0% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling