+61.4%
AMAT vs ABT
-4.8%
+66.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.6% | -8.9% | -0.7% |
| 7D | -11.2% | +12.5% | -23.7% | -6.2% |
| 30D | -31.9% | +16.1% | -48.0% | -27.0% |
| 3M | -32.3% | +10.2% | -42.6% | -28.8% |
| 6M | -5.4% | +33.7% | -39.1% | +4.3% |
| YTD | +44.3% | -5.5% | +49.8% | +70.0% |
| 1Y | +61.4% | -5.9% | +67.3% | +90.4% |
| All | +61.4% | -4.8% | +66.1% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling