+201.2%
ABT vs PM
+217.1%
-15.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.5% |
| 7D | -5.0% | +1.9% | -6.9% | -5.6% |
| 30D | -5.8% | +1.9% | -7.7% | -6.4% |
| 3M | +16.7% | +4.6% | +12.2% | +15.0% |
| 6M | -5.2% | +11.7% | -16.9% | -9.0% |
| YTD | -16.0% | +20.4% | -36.3% | -21.5% |
| 1Y | -18.3% | +19.0% | -37.2% | -23.5% |
| 3Y | +9.2% | +130.4% | -121.1% | -19.9% |
| 5Y | -11.6% | +131.5% | -143.0% | -35.9% |
| All | +201.2% | +217.1% | -15.9% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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