-4.2%
ABT vs S
-67.4%
+63.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.9% | -3.3% |
| 7D | +3.5% | -13.4% | +17.0% | +4.3% |
| 30D | +12.0% | -14.0% | +26.0% | +12.9% |
| 3M | +2.5% | +4.9% | -2.4% | +1.7% |
| 6M | +29.1% | +42.0% | -12.9% | +25.4% |
| YTD | -10.1% | +45.1% | -55.2% | -13.0% |
| 1Y | -9.8% | +33.1% | -42.9% | -12.4% |
| 3Y | +23.3% | +40.6% | -17.4% | +16.7% |
| All | -4.2% | -67.4% | +63.2% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling