+1,128.5%
ABT vs NDAQ
+2,627.5%
-1,499.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | -1.3% | +1.3% | -2.5% | -1.5% |
| 30D | +6.0% | +18.0% | -11.9% | +3.1% |
| 3M | -1.9% | +11.5% | -13.4% | -3.7% |
| 6M | +31.2% | +21.1% | +10.1% | +26.7% |
| YTD | -11.2% | +12.8% | -24.0% | -13.5% |
| 1Y | -14.0% | +25.7% | -39.7% | -17.7% |
| 3Y | +20.7% | +116.8% | -96.1% | +4.6% |
| 5Y | -6.7% | +67.3% | -73.9% | -15.9% |
| 10Y | +226.3% | +473.3% | -247.0% | +147.4% |
| All | +1,128.5% | +2,627.5% | -1,499.0% | +734.1% |
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