+209.7%
ABT vs SO
+155.9%
+53.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | -4.7% | 0.0% | -4.8% | -4.8% |
| 30D | -3.1% | -2.5% | -0.6% | -2.1% |
| 3M | +16.1% | -4.2% | +20.3% | +18.3% |
| 6M | -5.3% | -7.7% | +2.3% | -2.2% |
| YTD | -14.4% | +3.8% | -18.2% | -16.2% |
| 1Y | -18.4% | +0.1% | -18.5% | -18.8% |
| 3Y | +11.2% | +44.2% | -33.0% | -6.5% |
| 5Y | -9.4% | +57.9% | -67.2% | -27.5% |
| 10Y | +209.7% | +162.0% | +47.8% | +109.3% |
| All | +209.7% | +155.9% | +53.9% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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