-5.9%
ABT vs SM
+70.4%
-76.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -15.3% | +20.9% | +4.5% |
| 7D | +12.5% | -21.5% | +34.0% | +11.1% |
| 30D | +16.1% | -11.4% | +27.5% | +15.1% |
| 3M | +10.2% | +0.6% | +9.6% | +9.6% |
| 6M | +33.7% | +0.2% | +33.5% | +32.9% |
| YTD | -5.5% | +69.7% | -75.2% | -8.2% |
| 1Y | -5.9% | +71.6% | -77.5% | -8.6% |
| All | -5.9% | +70.4% | -76.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling