-16.5%
ABT vs GM
+53.0%
-69.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | -3.7% | +1.9% | -5.6% | -3.8% |
| 30D | +2.5% | -1.4% | +3.8% | +2.5% |
| 3M | +20.2% | +5.9% | +14.3% | +19.9% |
| 6M | -2.9% | +12.4% | -15.3% | -3.5% |
| YTD | -11.9% | +8.6% | -20.6% | -12.6% |
| 1Y | -16.5% | +52.6% | -69.2% | -16.8% |
| All | -16.5% | +53.0% | -69.6% | -16.8% |
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