-7.0%
ABT vs LIN
+61.6%
-68.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | 0.0% |
| 7D | -3.7% | -2.1% | -1.6% | -2.8% |
| 30D | +2.5% | -2.4% | +4.9% | +3.5% |
| 3M | +20.2% | -5.6% | +25.8% | +22.9% |
| 6M | -2.9% | -3.4% | +0.5% | -1.9% |
| YTD | -11.9% | +13.1% | -25.0% | -17.1% |
| 1Y | -16.5% | +2.5% | -19.0% | -18.0% |
| 3Y | +12.1% | +27.6% | -15.5% | -1.1% |
| All | -7.0% | +61.6% | -68.6% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 5y: compounded portfolio wealth divided by compounded LIN 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…
5y analysis · Full analysis span regression · 6 months rolling