+3,430.8%
ABT vs SM
+1,608.3%
+1,822.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +2.5% | +26.3% | -23.8% | +1.2% |
| 3M | +20.2% | +8.7% | +11.5% | +19.4% |
| 6M | -2.9% | +51.7% | -54.6% | -5.4% |
| YTD | -11.9% | +99.0% | -111.0% | -15.5% |
| 1Y | -16.5% | +34.6% | -51.1% | -18.4% |
| 3Y | +12.1% | -7.8% | +19.9% | +10.4% |
| 5Y | -7.4% | +104.8% | -112.2% | -14.2% |
| 10Y | +210.7% | +7.2% | +203.4% | +161.8% |
| All | +3,430.8% | +1,608.3% | +1,822.5% | +2,206.2% |
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