-9.9%
ABT vs U
-68.4%
+58.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.7% |
| 7D | -3.1% | +4.5% | -7.6% | -3.4% |
| 30D | -2.1% | -0.6% | -1.5% | -2.1% |
| 3M | +17.4% | +48.4% | -31.0% | +14.8% |
| 6M | -2.4% | +115.4% | -117.8% | -6.7% |
| YTD | -14.2% | -3.2% | -11.0% | -14.8% |
| 1Y | -18.3% | -6.0% | -12.3% | -19.1% |
| 3Y | +11.5% | +13.5% | -1.9% | +6.3% |
| 5Y | -9.9% | -68.0% | +58.1% | -12.8% |
| All | -9.9% | -68.4% | +58.5% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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