+885.6%
ABT vs ITOT
+885.8%
-0.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.1% |
| 7D | -4.7% | -0.4% | -4.4% | -4.5% |
| 30D | -3.1% | -1.6% | -1.5% | -2.2% |
| 3M | +16.1% | +3.5% | +12.6% | +13.3% |
| 6M | -5.3% | +13.1% | -18.5% | -12.9% |
| YTD | -14.4% | +12.7% | -27.2% | -21.2% |
| 1Y | -18.4% | +18.3% | -36.7% | -27.3% |
| 3Y | +11.2% | +76.4% | -65.2% | -25.4% |
| 5Y | -9.4% | +73.8% | -83.1% | -39.0% |
| 10Y | +209.7% | +301.2% | -91.5% | +22.9% |
| All | +885.6% | +885.8% | -0.2% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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