+247.2%
AMAT vs ABT
-6.8%
+254.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -1.5% | -3.7% | +2.2% | -0.7% |
| 30D | -14.8% | +2.5% | -17.3% | -15.4% |
| 3M | -9.3% | +20.2% | -29.5% | -14.5% |
| 6M | +27.4% | -2.9% | +30.3% | +30.1% |
| YTD | +77.6% | -11.9% | +89.5% | +88.0% |
| 1Y | +188.9% | -16.5% | +205.5% | +211.6% |
| 3Y | +202.3% | +12.1% | +190.2% | +168.4% |
| All | +247.2% | -6.8% | +254.0% | +250.1% |
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