+3,484.0%
ABT vs SM
+1,360.8%
+2,123.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.6% | -1.3% |
| 7D | -5.4% | +0.3% | -5.7% | -5.4% |
| 30D | +8.0% | -17.3% | +25.3% | +8.8% |
| 3M | +0.2% | -3.6% | +3.8% | +0.1% |
| 6M | +34.1% | +2.9% | +31.2% | +33.2% |
| YTD | -10.6% | +70.2% | -80.8% | -13.8% |
| 1Y | -11.8% | +66.5% | -78.3% | -14.9% |
| 3Y | +23.9% | -8.2% | +32.1% | +21.7% |
| 5Y | -5.1% | -1.5% | -3.7% | -8.6% |
| 10Y | +228.6% | +11.9% | +216.7% | +175.1% |
| All | +3,484.0% | +1,360.8% | +2,123.2% | +2,253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling