-7.4%
ABT vs M
-3.3%
-4.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | -1.3% | +7.0% | -8.3% | -2.0% |
| 30D | +6.0% | +8.9% | -2.9% | +5.2% |
| 3M | -1.9% | +4.5% | -6.4% | -2.4% |
| 6M | +31.2% | +36.2% | -5.0% | +27.1% |
| YTD | -11.2% | +15.1% | -26.4% | -12.9% |
| 1Y | -14.0% | +27.4% | -41.4% | -16.4% |
| 3Y | +20.7% | +160.1% | -139.5% | +6.0% |
| All | -7.4% | -3.3% | -4.1% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling