+5.9%
ABT vs SCHG
+86.3%
-80.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.4% |
| 7D | -5.9% | -1.0% | -4.8% | -5.8% |
| 30D | -8.1% | -1.3% | -6.8% | -8.0% |
| 3M | +14.5% | +5.4% | +9.1% | +14.1% |
| 6M | -6.3% | +14.4% | -20.7% | -7.3% |
| YTD | -17.1% | +8.0% | -25.1% | -17.7% |
| 1Y | -21.4% | +12.7% | -34.1% | -22.3% |
| 3Y | +5.9% | +85.6% | -79.7% | -1.7% |
| All | +5.9% | +86.3% | -80.3% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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