+1,587.5%
AMAT vs ABT
+210.6%
+1,376.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -1.5% | -3.7% | +2.2% | +0.3% |
| 30D | -14.8% | +2.5% | -17.3% | -16.1% |
| 3M | -9.3% | +20.2% | -29.5% | -19.6% |
| 6M | +27.4% | -2.9% | +30.3% | +27.0% |
| YTD | +77.6% | -11.9% | +89.5% | +86.6% |
| 1Y | +188.9% | -16.5% | +205.5% | +211.8% |
| 3Y | +202.3% | +12.1% | +190.2% | +155.3% |
| 5Y | +248.9% | -7.4% | +256.3% | +235.2% |
| All | +1,587.5% | +210.6% | +1,376.8% | +647.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling