+21.5%
ABT vs SM
-8.5%
+30.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.6% | -0.9% |
| 7D | -5.4% | +0.3% | -5.7% | -5.4% |
| 30D | +8.0% | -17.3% | +25.3% | +7.5% |
| 3M | +0.2% | -3.6% | +3.8% | 0.0% |
| 6M | +34.1% | +2.9% | +31.2% | +33.9% |
| YTD | -10.6% | +70.2% | -80.8% | -10.7% |
| 1Y | -11.8% | +66.5% | -78.3% | -11.9% |
| All | +21.5% | -8.5% | +30.1% | +16.9% |
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