-22.1%
AMAT vs ABT
+31.8%
-54.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.7% | -11.9% | -15.0% |
| 7D | -24.3% | +8.6% | -32.9% | -18.0% |
| 30D | -39.8% | +16.4% | -56.2% | -30.2% |
| 3M | -40.2% | +8.1% | -48.3% | -34.8% |
| 6M | -22.1% | +32.1% | -54.2% | +3.9% |
| All | -22.1% | +31.8% | -54.0% | +3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling