-11.3%
ABT vs MKTX
-60.5%
+49.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -8.1% | +0.7% | -8.8% | -8.2% |
| 3M | +14.5% | +40.8% | -26.3% | +8.3% |
| 6M | -6.3% | -8.0% | +1.7% | -5.0% |
| YTD | -17.1% | -8.7% | -8.4% | -15.9% |
| 1Y | -21.4% | -11.8% | -9.5% | -19.9% |
| 3Y | +5.9% | -24.0% | +30.0% | +7.8% |
| All | -11.3% | -60.5% | +49.2% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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