+6,642.4%
ABT vs SPGI
+14,090.3%
-7,447.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | 0.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +2.5% | +8.4% | -5.9% | 0.0% |
| 3M | +20.2% | +11.8% | +8.3% | +15.9% |
| 6M | -2.9% | +5.7% | -8.6% | -5.0% |
| YTD | -11.9% | -9.7% | -2.3% | -10.4% |
| 1Y | -16.5% | -12.5% | -4.1% | -14.5% |
| 3Y | +12.1% | +21.8% | -9.7% | +3.2% |
| 5Y | -7.4% | +8.2% | -15.6% | -12.5% |
| 10Y | +210.7% | +309.5% | -98.8% | +102.6% |
| All | +6,642.4% | +14,090.3% | -7,447.9% | +1,244.5% |
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