+197.1%
ABT vs GM
+240.0%
-42.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -5.9% | -2.4% | -3.5% | -5.5% |
| 30D | -8.1% | -1.1% | -7.0% | -7.9% |
| 3M | +14.5% | +6.1% | +8.4% | +13.2% |
| 6M | -6.3% | +15.0% | -21.3% | -8.9% |
| YTD | -17.1% | +6.0% | -23.1% | -18.5% |
| 1Y | -21.4% | +47.1% | -68.5% | -27.3% |
| 3Y | +5.9% | +170.5% | -164.6% | -15.1% |
| 5Y | -12.8% | +80.5% | -93.3% | -26.4% |
| All | +197.1% | +240.0% | -42.9% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling