+0.4%
ABT vs S
-57.7%
+58.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -4.7% | -1.2% | -3.5% | -4.7% |
| 30D | -3.1% | -12.6% | +9.4% | -2.4% |
| 3M | +16.1% | +27.6% | -11.4% | +14.0% |
| 6M | -5.3% | +35.5% | -40.8% | -7.7% |
| YTD | -14.4% | +29.6% | -44.0% | -16.5% |
| 1Y | -18.4% | +8.1% | -26.5% | -19.5% |
| 3Y | +11.2% | +14.8% | -3.6% | +7.0% |
| 5Y | -9.4% | -70.6% | +61.2% | -8.0% |
| All | +0.4% | -57.7% | +58.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling