+11.5%
ABT vs SM
-2.8%
+14.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -2.6% |
| 7D | -3.1% | -0.2% | -3.0% | -3.1% |
| 30D | -2.1% | +31.5% | -33.6% | -1.9% |
| 3M | +17.4% | +17.3% | +0.1% | +17.6% |
| 6M | -2.4% | +48.5% | -50.9% | -2.1% |
| YTD | -14.2% | +106.3% | -120.5% | -14.1% |
| 1Y | -18.3% | +47.3% | -65.6% | -18.2% |
| 3Y | +11.5% | -1.4% | +12.9% | +8.0% |
| All | +11.5% | -2.8% | +14.3% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling