-4.2%
ABT vs LIN
+64.4%
-68.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.7% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | +12.0% | +6.5% | +5.6% | +9.2% |
| 3M | +2.5% | +5.5% | -3.0% | +0.2% |
| 6M | +29.1% | +3.3% | +25.7% | +27.1% |
| YTD | -10.1% | +22.0% | -32.1% | -18.0% |
| 1Y | -9.8% | +25.7% | -35.6% | -18.9% |
| 3Y | +23.3% | +36.2% | -13.0% | +6.0% |
| All | -4.2% | +64.4% | -68.6% | -27.0% |
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