+230.2%
ABT vs O
+82.2%
+148.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | -5.6% | -0.4% | -5.2% | -5.5% |
| 30D | +5.2% | +8.3% | -3.1% | +2.6% |
| 3M | -2.7% | -4.0% | +1.3% | -1.5% |
| 6M | +28.8% | -2.6% | +31.5% | +30.0% |
| YTD | -12.3% | +9.9% | -22.2% | -14.8% |
| 1Y | -14.7% | +9.8% | -24.5% | -17.1% |
| 3Y | +21.6% | +39.7% | -18.2% | +9.5% |
| 5Y | -7.8% | +9.2% | -16.9% | -11.1% |
| All | +230.2% | +82.2% | +148.0% | +184.4% |
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