+228.3%
ABT vs P
+691.2%
-462.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +1.0% | -13.3% | +14.3% | +2.0% |
| 30D | +11.6% | -34.0% | +45.6% | +15.0% |
| 3M | +2.3% | +4.1% | -1.8% | +0.8% |
| 6M | +32.7% | +30.5% | +2.3% | +26.9% |
| YTD | -9.6% | +52.2% | -61.8% | -15.6% |
| 1Y | -10.1% | +10.3% | -20.4% | -13.6% |
| 3Y | +25.2% | +180.9% | -155.7% | +0.4% |
| 5Y | -4.5% | +259.7% | -264.3% | -28.7% |
| 10Y | +228.3% | +652.6% | -424.3% | +107.2% |
| All | +228.3% | +691.2% | -462.9% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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