+572.2%
ABT vs PM
+809.8%
-237.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.4% |
| 7D | +0.3% | -7.3% | +7.6% | +3.1% |
| 30D | +11.6% | -4.0% | +15.6% | +13.2% |
| 3M | +3.1% | +2.7% | +0.4% | +1.9% |
| 6M | +32.8% | +14.9% | +18.0% | +25.7% |
| YTD | -9.6% | +23.5% | -33.1% | -17.2% |
| 1Y | -10.4% | +30.4% | -40.7% | -19.6% |
| 3Y | +25.8% | +143.2% | -117.4% | -12.7% |
| 5Y | -3.4% | +159.5% | -162.9% | -35.3% |
| 10Y | +232.9% | +234.7% | -1.8% | +91.5% |
| All | +572.2% | +809.8% | -237.6% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling