+234.1%
ABT vs SPG
+113.9%
+120.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -1.3% | +2.0% | -3.3% | -1.5% |
| 30D | +6.0% | +17.2% | -11.2% | +3.8% |
| 3M | -1.9% | +6.3% | -8.2% | -2.7% |
| 6M | +31.2% | +18.7% | +12.5% | +28.3% |
| YTD | -11.2% | +30.1% | -41.3% | -14.3% |
| 1Y | -14.0% | +32.8% | -46.7% | -17.1% |
| 3Y | +20.7% | +133.6% | -112.9% | +8.1% |
| 5Y | -6.7% | +84.4% | -91.1% | -15.4% |
| All | +234.1% | +113.9% | +120.2% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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