+228.3%
ABT vs SO
+188.2%
+40.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +11.6% | +8.7% | +2.9% | +7.5% |
| 3M | +2.3% | +3.4% | -1.1% | +0.7% |
| 6M | +32.7% | +3.7% | +29.0% | +30.3% |
| YTD | -9.6% | +10.0% | -19.7% | -13.8% |
| 1Y | -10.1% | +6.6% | -16.7% | -13.0% |
| 3Y | +25.2% | +52.5% | -27.3% | +2.6% |
| 5Y | -4.5% | +76.1% | -80.6% | -27.3% |
| 10Y | +228.3% | +194.9% | +33.4% | +111.8% |
| All | +228.3% | +188.2% | +40.1% | +111.8% |
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