-9.9%
ABT vs SPG
+106.4%
-116.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.9% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -2.1% | -4.9% | +2.8% | -0.7% |
| 3M | +17.4% | +3.3% | +14.1% | +16.4% |
| 6M | -2.4% | +11.2% | -13.6% | -5.2% |
| YTD | -14.2% | +17.1% | -31.3% | -18.0% |
| 1Y | -18.3% | +21.6% | -39.9% | -22.7% |
| 3Y | +11.5% | +111.9% | -100.4% | -11.8% |
| 5Y | -9.9% | +106.9% | -116.8% | -31.0% |
| All | -9.9% | +106.4% | -116.3% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling