-14.0%
ABT vs MSCI
+16.3%
-30.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +0.9% |
| 7D | -1.3% | +3.0% | -4.3% | -1.8% |
| 30D | +6.0% | +17.8% | -11.8% | +3.6% |
| 3M | -1.9% | +15.2% | -17.1% | -3.9% |
| 6M | +31.2% | +16.5% | +14.7% | +29.0% |
| YTD | -11.2% | +16.4% | -27.6% | -13.7% |
| 1Y | -14.0% | +16.8% | -30.8% | -16.5% |
| All | -14.0% | +16.3% | -30.2% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling