+197.1%
ABT vs IT
+103.1%
+94.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.6% | -2.5% |
| 7D | -5.9% | -3.7% | -2.2% | -5.2% |
| 30D | -8.1% | +0.1% | -8.2% | -8.3% |
| 3M | +14.5% | +20.7% | -6.2% | +8.5% |
| 6M | -6.3% | +12.0% | -18.3% | -10.3% |
| YTD | -17.1% | -28.8% | +11.7% | -12.7% |
| 1Y | -21.4% | -25.5% | +4.2% | -18.5% |
| 3Y | +5.9% | -48.8% | +54.7% | +16.5% |
| 5Y | -12.8% | -42.7% | +30.0% | -9.3% |
| All | +197.1% | +103.1% | +94.0% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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