-10.1%
ABT vs PM
+32.2%
-42.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.0% | -6.6% | +7.6% | +2.8% |
| 30D | +11.6% | -3.4% | +15.0% | +12.6% |
| 3M | +2.3% | +5.3% | -3.0% | +0.9% |
| 6M | +32.7% | +15.5% | +17.2% | +29.3% |
| YTD | -9.6% | +24.3% | -33.9% | -12.4% |
| 1Y | -10.1% | +29.7% | -39.8% | -14.0% |
| All | -10.1% | +32.2% | -42.3% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling