+228.6%
ABT vs Z
-14.8%
+243.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -5.4% | -13.1% | +7.7% | -4.0% |
| 30D | +8.0% | +5.9% | +2.1% | +7.2% |
| 3M | +0.2% | -13.7% | +13.9% | +1.4% |
| 6M | +34.1% | -27.1% | +61.3% | +37.9% |
| YTD | -10.6% | -56.8% | +46.2% | -3.5% |
| 1Y | -11.8% | -60.2% | +48.4% | -4.1% |
| 3Y | +23.9% | -19.7% | +43.6% | +20.7% |
| 5Y | -5.1% | -53.7% | +48.6% | -4.6% |
| 10Y | +228.6% | -16.9% | +245.5% | +182.6% |
| All | +228.6% | -14.8% | +243.4% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling