+545.7%
ABT vs GM
+230.9%
+314.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.3% | -2.2% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -2.1% | -1.8% | -0.3% | -1.8% |
| 3M | +17.4% | +2.6% | +14.8% | +16.6% |
| 6M | -2.4% | +14.6% | -16.9% | -5.4% |
| YTD | -14.2% | +6.2% | -20.4% | -15.8% |
| 1Y | -18.3% | +48.7% | -67.0% | -25.4% |
| 3Y | +11.5% | +168.3% | -156.8% | -12.5% |
| 5Y | -9.9% | +82.8% | -92.7% | -25.4% |
| 10Y | +204.4% | +226.2% | -21.8% | +102.5% |
| All | +545.7% | +230.9% | +314.9% | +308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling