+6,449.5%
ABT vs TGT
+6,106.6%
+342.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.4% |
| 7D | -4.7% | -3.6% | -1.2% | -4.0% |
| 30D | -3.1% | +4.4% | -7.5% | -4.0% |
| 3M | +16.1% | +25.4% | -9.2% | +10.7% |
| 6M | -5.3% | +33.4% | -38.7% | -11.1% |
| YTD | -14.4% | +65.6% | -80.0% | -23.3% |
| 1Y | -18.4% | +80.3% | -98.7% | -28.3% |
| 3Y | +11.2% | +42.1% | -30.9% | -0.7% |
| 5Y | -9.4% | -25.0% | +15.6% | -9.3% |
| 10Y | +209.7% | +208.2% | +1.5% | +121.8% |
| All | +6,449.5% | +6,106.6% | +342.9% | +1,743.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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