+153.1%
AMAT vs ABT
+25.6%
+127.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -2.5% | +1.0% | -3.4% | -2.1% |
| 30D | -26.5% | +11.6% | -38.1% | -24.5% |
| 3M | -28.6% | +2.3% | -30.9% | -27.8% |
| 6M | -14.2% | +32.7% | -47.0% | -10.8% |
| YTD | +45.5% | -9.6% | +55.1% | +52.9% |
| 1Y | +59.3% | -10.1% | +69.4% | +67.4% |
| 3Y | +153.1% | +25.2% | +127.9% | +133.4% |
| All | +153.1% | +25.6% | +127.5% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling