-16.5%
ABT vs PSX
+101.0%
-117.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.7% | +4.5% | -8.2% | -3.8% |
| 30D | +2.5% | +26.6% | -24.1% | +1.9% |
| 3M | +20.2% | +39.3% | -19.1% | +19.1% |
| 6M | -2.9% | +56.8% | -59.7% | -3.7% |
| YTD | -11.9% | +101.8% | -113.8% | -14.7% |
| 1Y | -16.5% | +99.6% | -116.2% | -18.6% |
| All | -16.5% | +101.0% | -117.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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