-4.2%
ABT vs SPGI
+11.1%
-15.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.9% |
| 7D | +3.5% | +0.3% | +3.2% | +3.5% |
| 30D | +12.0% | +18.4% | -6.3% | +5.9% |
| 3M | +2.5% | +15.7% | -13.2% | -2.6% |
| 6M | +29.1% | +17.3% | +11.8% | +21.9% |
| YTD | -10.1% | -4.7% | -5.4% | -9.4% |
| 1Y | -9.8% | +1.8% | -11.6% | -11.6% |
| 3Y | +23.3% | +31.7% | -8.4% | +5.3% |
| All | -4.2% | +11.1% | -15.4% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling