+228.6%
ABT vs SM
+10.6%
+218.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.6% | -1.2% |
| 7D | -5.4% | +0.3% | -5.7% | -5.4% |
| 30D | +8.0% | -17.3% | +25.3% | +8.5% |
| 3M | +0.2% | -3.6% | +3.8% | +0.1% |
| 6M | +34.1% | +2.9% | +31.2% | +33.6% |
| YTD | -10.6% | +70.2% | -80.8% | -12.6% |
| 1Y | -11.8% | +66.5% | -78.3% | -13.8% |
| 3Y | +23.9% | -8.2% | +32.1% | +22.5% |
| 5Y | -5.1% | -1.5% | -3.7% | -7.3% |
| 10Y | +228.6% | +11.9% | +216.7% | +189.6% |
| All | +228.6% | +10.6% | +218.0% | +189.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling