+228.3%
ABT vs M
-3.0%
+231.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | +1.0% | +5.0% | -4.1% | +0.6% |
| 30D | +11.6% | +10.6% | +1.0% | +10.7% |
| 3M | +2.3% | +1.6% | +0.7% | +2.1% |
| 6M | +32.7% | +30.8% | +1.9% | +29.7% |
| YTD | -9.6% | +16.9% | -26.5% | -11.1% |
| 1Y | -10.1% | +26.3% | -36.3% | -12.1% |
| 3Y | +25.2% | +158.6% | -133.4% | +13.4% |
| 5Y | -4.5% | +2.1% | -6.6% | -9.1% |
| 10Y | +228.3% | -4.3% | +232.6% | +187.5% |
| All | +228.3% | -3.0% | +231.3% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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