+201.2%
ABT vs O
+54.2%
+147.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -5.0% | -3.5% | -1.5% | -3.9% |
| 30D | -5.8% | -3.3% | -2.5% | -4.8% |
| 3M | +16.7% | -2.8% | +19.6% | +17.9% |
| 6M | -5.2% | -5.8% | +0.5% | -3.5% |
| YTD | -16.0% | +9.4% | -25.4% | -18.3% |
| 1Y | -18.3% | +5.7% | -23.9% | -19.7% |
| 3Y | +9.2% | +27.2% | -18.0% | +1.1% |
| 5Y | -11.6% | +17.2% | -28.7% | -16.2% |
| All | +201.2% | +54.2% | +147.0% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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