+564.8%
ABT vs PM
+825.0%
-260.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.4% |
| 7D | -5.4% | -7.1% | +1.7% | -2.9% |
| 30D | +8.0% | -2.8% | +10.8% | +9.0% |
| 3M | +0.2% | +6.3% | -6.1% | -2.2% |
| 6M | +34.1% | +9.6% | +24.5% | +29.3% |
| YTD | -10.6% | +25.6% | -36.2% | -18.6% |
| 1Y | -11.8% | +29.7% | -41.5% | -20.7% |
| 3Y | +23.9% | +147.6% | -123.7% | -14.6% |
| 5Y | -5.1% | +160.1% | -165.2% | -36.5% |
| 10Y | +228.6% | +260.9% | -32.3% | +83.5% |
| All | +564.8% | +825.0% | -260.2% | +153.9% |
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