+6.3%
ABT vs SN
+671.7%
-665.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +1.0% | +7.6% | -6.6% | +0.7% |
| 30D | +11.6% | +22.4% | -10.9% | +10.8% |
| 3M | +2.3% | +21.7% | -19.3% | +1.6% |
| 6M | +32.7% | +102.8% | -70.1% | +29.8% |
| YTD | -9.6% | +102.4% | -112.1% | -11.8% |
| 1Y | -10.1% | +139.0% | -149.1% | -12.4% |
| 3Y | +25.2% | +440.4% | -415.2% | +16.6% |
| All | +6.3% | +671.7% | -665.4% | -1.9% |
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