+167.6%
AMAT vs ABT
-5.7%
+173.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.1% | +6.2% |
| 7D | +7.0% | -5.4% | +12.3% | +8.0% |
| 30D | -20.6% | +8.0% | -28.6% | -21.9% |
| 3M | -24.8% | +0.2% | -25.0% | -24.9% |
| 6M | -10.7% | +34.1% | -44.9% | -19.4% |
| YTD | +54.3% | -10.6% | +64.9% | +63.0% |
| 1Y | +73.7% | -11.8% | +85.5% | +84.2% |
| 3Y | +168.4% | +23.9% | +144.5% | +121.2% |
| 5Y | +167.6% | -5.1% | +172.7% | +162.2% |
| All | +167.6% | -5.7% | +173.2% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling