+100,756.0%
AMAT vs ABT
+6,885.0%
+93,871.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +5.4% |
| 7D | -14.7% | +3.5% | -18.2% | -16.0% |
| 30D | -36.1% | +12.0% | -48.1% | -39.1% |
| 3M | -36.9% | +2.5% | -39.3% | -37.9% |
| 6M | -22.2% | +29.1% | -51.3% | -31.5% |
| YTD | +29.9% | -10.1% | +40.0% | +31.6% |
| 1Y | +43.3% | -9.8% | +53.1% | +44.6% |
| 3Y | +142.7% | +23.3% | +119.4% | +110.1% |
| 5Y | +126.2% | -2.4% | +128.6% | +115.8% |
| 10Y | +1,211.7% | +239.4% | +972.3% | +693.7% |
| All | +100,756.0% | +6,885.0% | +93,871.1% | +19,230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling