-9.9%
ABT vs PM
+122.3%
-132.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.0% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | -2.1% | -2.6% | +0.4% | -1.4% |
| 3M | +17.4% | +5.8% | +11.6% | +15.6% |
| 6M | -2.4% | +10.6% | -12.9% | -5.5% |
| YTD | -14.2% | +17.2% | -31.4% | -18.6% |
| 1Y | -18.3% | +17.6% | -36.0% | -22.7% |
| 3Y | +11.5% | +124.3% | -112.7% | -17.7% |
| 5Y | -9.9% | +125.1% | -135.0% | -35.7% |
| All | -9.9% | +122.3% | -132.2% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling