+209.7%
ABT vs P
+694.3%
-484.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +0.1% |
| 7D | -4.7% | +5.0% | -9.8% | -5.2% |
| 30D | -3.1% | -0.9% | -2.2% | -3.3% |
| 3M | +16.1% | +38.7% | -22.5% | +11.8% |
| 6M | -5.3% | +54.4% | -59.7% | -10.6% |
| YTD | -14.4% | +44.8% | -59.3% | -19.1% |
| 1Y | -18.4% | +22.5% | -40.9% | -22.2% |
| 3Y | +11.2% | +148.2% | -137.0% | -8.6% |
| 5Y | -9.4% | +268.9% | -278.3% | -32.4% |
| 10Y | +209.7% | +696.9% | -487.1% | +103.0% |
| All | +209.7% | +694.3% | -484.5% | +103.0% |
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