+201.2%
ABT vs SPG
+64.3%
+136.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -5.0% | -2.2% | -2.8% | -4.7% |
| 30D | -5.8% | -5.8% | 0.0% | -5.1% |
| 3M | +16.7% | -2.8% | +19.5% | +17.2% |
| 6M | -5.2% | +8.9% | -14.1% | -6.3% |
| YTD | -16.0% | +14.3% | -30.3% | -17.4% |
| 1Y | -18.3% | +19.5% | -37.7% | -20.1% |
| 3Y | +9.2% | +106.9% | -97.6% | -0.6% |
| 5Y | -11.6% | +108.7% | -120.3% | -20.2% |
| All | +201.2% | +64.3% | +136.9% | +217.3% |
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