+1,118.8%
ABT vs NDAQ
+2,327.9%
-1,209.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.1% |
| 7D | -3.7% | -2.4% | -1.2% | -3.3% |
| 30D | +2.5% | +2.5% | 0.0% | +2.0% |
| 3M | +20.2% | +9.9% | +10.3% | +18.1% |
| 6M | -2.9% | +9.4% | -12.4% | -4.6% |
| YTD | -11.9% | +0.4% | -12.3% | -12.4% |
| 1Y | -16.5% | +4.0% | -20.6% | -17.6% |
| 3Y | +12.1% | +94.4% | -82.3% | -1.0% |
| 5Y | -7.4% | +56.7% | -64.1% | -15.6% |
| 10Y | +210.7% | +375.3% | -164.6% | +142.2% |
| All | +1,118.8% | +2,327.9% | -1,209.1% | +744.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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