+201.2%
ABT vs SM
+23.2%
+178.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -5.0% | +2.1% | -7.1% | -5.1% |
| 30D | -5.8% | +18.1% | -23.9% | -6.3% |
| 3M | +16.7% | +17.0% | -0.2% | +16.0% |
| 6M | -5.2% | +55.4% | -60.7% | -6.8% |
| YTD | -16.0% | +108.6% | -124.5% | -18.3% |
| 1Y | -18.3% | +45.7% | -63.9% | -19.6% |
| 3Y | +9.2% | -0.3% | +9.6% | +7.9% |
| 5Y | -11.6% | +113.0% | -124.6% | -15.7% |
| All | +201.2% | +23.2% | +178.0% | +167.7% |
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