-9.9%
ABT vs S
-72.3%
+62.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.4% |
| 7D | -3.1% | -5.8% | +2.7% | -2.8% |
| 30D | -2.1% | -9.2% | +7.1% | -1.6% |
| 3M | +17.4% | +23.4% | -5.9% | +15.4% |
| 6M | -2.4% | +36.9% | -39.3% | -5.0% |
| YTD | -14.2% | +29.5% | -43.7% | -16.3% |
| 1Y | -18.3% | +5.4% | -23.8% | -19.3% |
| 3Y | +11.5% | +14.7% | -3.2% | +7.1% |
| 5Y | -9.9% | -71.5% | +61.6% | -6.7% |
| All | -9.9% | -72.3% | +62.4% | -6.7% |
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