+11.5%
ABT vs SAP
+56.7%
-45.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.4% |
| 7D | -3.1% | -0.3% | -2.9% | -3.1% |
| 30D | -2.1% | +2.6% | -4.7% | -2.5% |
| 3M | +17.4% | +16.3% | +1.2% | +14.5% |
| 6M | -2.4% | +6.4% | -8.8% | -4.2% |
| YTD | -14.2% | -11.4% | -2.8% | -14.7% |
| 1Y | -18.3% | -20.4% | +2.1% | -18.1% |
| 3Y | +11.5% | +56.5% | -45.0% | +10.6% |
| All | +11.5% | +56.7% | -45.2% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 3y: compounded portfolio wealth divided by compounded SAP 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…
3y analysis · Full analysis span regression · 6 months rolling