+234.1%
ABT vs SPGI
+333.9%
-99.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | -1.3% | +1.2% | -2.5% | -1.8% |
| 30D | +6.0% | +15.9% | -9.9% | -0.4% |
| 3M | -1.9% | +12.3% | -14.2% | -6.8% |
| 6M | +31.2% | +23.7% | +7.5% | +19.0% |
| YTD | -11.2% | -3.5% | -7.7% | -11.4% |
| 1Y | -14.0% | +0.4% | -14.4% | -15.8% |
| 3Y | +20.7% | +29.9% | -9.2% | +2.2% |
| 5Y | -6.7% | +15.2% | -21.9% | -17.8% |
| All | +234.1% | +333.9% | -99.7% | +53.9% |
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