+209.7%
ABT vs SPGI
+287.8%
-78.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.8% |
| 7D | -4.7% | -3.1% | -1.7% | -3.6% |
| 30D | -3.1% | +2.0% | -5.2% | -4.1% |
| 3M | +16.1% | +4.3% | +11.8% | +13.4% |
| 6M | -5.3% | -0.2% | -5.1% | -6.0% |
| YTD | -14.4% | -14.8% | +0.3% | -9.9% |
| 1Y | -18.4% | -18.5% | +0.1% | -12.6% |
| 3Y | +11.2% | +16.0% | -4.7% | -1.5% |
| 5Y | -9.4% | +2.2% | -11.6% | -16.2% |
| 10Y | +209.7% | +296.4% | -86.7% | +45.7% |
| All | +209.7% | +287.8% | -78.0% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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