-11.3%
ABT vs SCHG
+84.3%
-95.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.6% |
| 7D | -5.9% | -1.0% | -4.8% | -5.6% |
| 30D | -8.1% | -1.3% | -6.8% | -7.7% |
| 3M | +14.5% | +5.4% | +9.1% | +12.4% |
| 6M | -6.3% | +14.4% | -20.7% | -10.6% |
| YTD | -17.1% | +8.0% | -25.1% | -19.5% |
| 1Y | -21.4% | +12.7% | -34.1% | -24.9% |
| 3Y | +5.9% | +85.6% | -79.7% | -20.7% |
| All | -11.3% | +84.3% | -95.6% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling