+197.1%
ABT vs NEM
+319.0%
-121.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -5.9% | -1.0% | -4.9% | -5.8% |
| 30D | -8.1% | +7.8% | -15.9% | -8.8% |
| 3M | +14.5% | +30.2% | -15.7% | +11.5% |
| 6M | -6.3% | +9.6% | -15.9% | -7.6% |
| YTD | -17.1% | +27.8% | -44.9% | -19.9% |
| 1Y | -21.4% | +60.7% | -82.1% | -26.3% |
| 3Y | +5.9% | +245.3% | -239.4% | -10.7% |
| 5Y | -12.8% | +155.3% | -168.1% | -25.0% |
| All | +197.1% | +319.0% | -121.9% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling