+142.7%
AMAT vs ABT
+22.5%
+120.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +3.5% |
| 7D | -14.7% | +3.5% | -18.2% | -13.9% |
| 30D | -36.1% | +12.0% | -48.1% | -34.3% |
| 3M | -36.9% | +2.5% | -39.3% | -36.2% |
| 6M | -22.2% | +29.1% | -51.3% | -19.2% |
| YTD | +29.9% | -10.1% | +40.0% | +36.5% |
| 1Y | +43.3% | -9.8% | +53.1% | +50.4% |
| 3Y | +142.7% | +23.3% | +119.4% | +133.0% |
| All | +142.7% | +22.5% | +120.1% | +133.0% |
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