-7.4%
ABT vs VMC
+42.8%
-50.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | +6.0% | +15.5% | -9.4% | +2.2% |
| 3M | -1.9% | +0.6% | -2.5% | -2.1% |
| 6M | +31.2% | +2.1% | +29.1% | +30.1% |
| YTD | -11.2% | -1.6% | -9.7% | -11.7% |
| 1Y | -14.0% | -1.2% | -12.8% | -14.6% |
| 3Y | +20.7% | +35.3% | -14.7% | +4.5% |
| All | -7.4% | +42.8% | -50.2% | -25.8% |
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