-9.4%
ABT vs VMC
+48.3%
-57.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.5% |
| 7D | -4.7% | -5.3% | +0.6% | -3.4% |
| 30D | -3.1% | -12.3% | +9.1% | +0.1% |
| 3M | +16.1% | -10.3% | +26.4% | +19.2% |
| 6M | -5.3% | -8.6% | +3.2% | -3.5% |
| YTD | -14.4% | -11.9% | -2.6% | -12.4% |
| 1Y | -18.4% | -13.9% | -4.5% | -16.1% |
| 3Y | +11.2% | +18.2% | -7.0% | +0.5% |
| 5Y | -9.4% | +47.7% | -57.1% | -26.8% |
| All | -9.4% | +48.3% | -57.6% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling