+733.9%
ABT vs VNQ
+386.3%
+347.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -5.9% | -1.3% | -4.6% | -5.5% |
| 30D | -8.1% | -2.6% | -5.5% | -7.3% |
| 3M | +14.5% | -2.0% | +16.6% | +15.3% |
| 6M | -6.3% | +4.3% | -10.6% | -7.4% |
| YTD | -17.1% | +9.2% | -26.3% | -19.3% |
| 1Y | -21.4% | +5.6% | -27.0% | -22.6% |
| 3Y | +5.9% | +30.8% | -24.9% | -2.6% |
| 5Y | -12.8% | +8.0% | -20.7% | -15.3% |
| 10Y | +200.1% | +63.7% | +136.4% | +158.0% |
| All | +733.9% | +386.3% | +347.6% | +391.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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