+6,695.8%
ABT vs VMC
+3,457.0%
+3,238.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | -1.9% | +0.6% | -2.5% | -2.1% |
| 6M | +31.2% | +2.1% | +29.1% | +30.3% |
| YTD | -11.2% | -1.6% | -9.7% | -11.5% |
| 1Y | -14.0% | -1.2% | -12.8% | -14.3% |
| 3Y | +20.7% | +35.3% | -14.7% | +11.5% |
| 5Y | -6.7% | +43.6% | -50.3% | -15.4% |
| 10Y | +226.3% | +126.7% | +99.5% | +159.0% |
| All | +6,695.8% | +3,457.0% | +3,238.8% | +2,826.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling