+206.0%
ABT vs VST
+1,175.7%
-969.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.7% |
| 7D | -3.7% | +8.9% | -12.6% | -4.4% |
| 30D | +2.5% | +6.2% | -3.7% | +1.9% |
| 3M | +20.2% | -2.7% | +22.9% | +20.1% |
| 6M | -2.9% | -8.4% | +5.4% | -2.7% |
| YTD | -11.9% | -7.2% | -4.7% | -12.1% |
| 1Y | -16.5% | -20.9% | +4.3% | -15.8% |
| 3Y | +12.1% | +384.0% | -371.9% | -21.7% |
| 5Y | -7.4% | +757.1% | -764.5% | -43.3% |
| All | +206.0% | +1,175.7% | -969.7% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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