+3,281.6%
ABT vs M
+396.5%
+2,885.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.7% |
| 7D | -3.7% | +4.7% | -8.4% | -4.2% |
| 30D | +2.5% | -9.6% | +12.1% | +3.6% |
| 3M | +20.2% | +0.9% | +19.3% | +19.8% |
| 6M | -2.9% | +22.3% | -25.2% | -5.6% |
| YTD | -11.9% | +6.5% | -18.5% | -13.1% |
| 1Y | -16.5% | +38.8% | -55.3% | -20.4% |
| 3Y | +12.1% | +115.9% | -103.8% | -1.5% |
| 5Y | -7.4% | +28.6% | -36.0% | -16.7% |
| 10Y | +210.7% | -2.5% | +213.2% | +161.0% |
| All | +3,281.6% | +396.5% | +2,885.1% | +1,742.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling