-4.5%
ABT vs SPG
+83.5%
-88.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.2% |
| 7D | +1.0% | +5.6% | -4.6% | -0.7% |
| 30D | +11.6% | +17.6% | -6.0% | +6.1% |
| 3M | +2.3% | +7.5% | -5.1% | 0.0% |
| 6M | +32.7% | +18.5% | +14.2% | +26.0% |
| YTD | -9.6% | +30.9% | -40.6% | -16.8% |
| 1Y | -10.1% | +34.1% | -44.2% | -17.8% |
| 3Y | +25.2% | +135.5% | -110.3% | -6.3% |
| 5Y | -4.5% | +86.5% | -91.1% | -28.6% |
| All | -4.5% | +83.5% | -88.0% | -28.6% |
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 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