+6,817.3%
ABT vs SPGI
+15,046.0%
-8,228.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +1.0% | +1.6% | -0.6% | +0.5% |
| 30D | +11.6% | +16.1% | -4.5% | +6.8% |
| 3M | +2.3% | +15.5% | -13.1% | -2.0% |
| 6M | +32.7% | +19.6% | +13.1% | +25.5% |
| YTD | -9.6% | -3.6% | -6.1% | -9.8% |
| 1Y | -10.1% | +2.2% | -12.3% | -11.8% |
| 3Y | +25.2% | +30.1% | -4.9% | +13.3% |
| 5Y | -4.5% | +14.9% | -19.5% | -11.3% |
| 10Y | +228.3% | +334.0% | -105.7% | +110.3% |
| All | +6,817.3% | +15,046.0% | -8,228.7% | +1,253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling