+201.2%
ABT vs VMC
+154.4%
+46.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.0% | -3.7% | -1.3% | -4.2% |
| 30D | -5.8% | -12.8% | +7.0% | -3.1% |
| 3M | +16.7% | -7.9% | +24.7% | +18.6% |
| 6M | -5.2% | -7.5% | +2.3% | -4.0% |
| YTD | -16.0% | -11.6% | -4.3% | -14.3% |
| 1Y | -18.3% | -14.3% | -4.0% | -16.2% |
| 3Y | +9.2% | +18.5% | -9.3% | +2.8% |
| 5Y | -11.6% | +46.8% | -58.3% | -21.4% |
| All | +201.2% | +154.4% | +46.8% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling