+4.4%
ABT vs SN
+671.3%
-666.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.7% | +1.1% |
| 7D | -1.3% | +1.5% | -2.8% | -1.3% |
| 30D | +6.0% | +21.5% | -15.5% | +5.3% |
| 3M | -1.9% | +20.0% | -21.9% | -2.5% |
| 6M | +31.2% | +119.9% | -88.7% | +28.0% |
| YTD | -11.2% | +102.3% | -113.5% | -13.3% |
| 1Y | -14.0% | +148.0% | -161.9% | -16.3% |
| 3Y | +20.7% | +450.0% | -429.3% | +12.3% |
| All | +4.4% | +671.3% | -666.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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