+96,674.4%
AMAT vs ABT
+7,118.2%
+89,556.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.7% | -11.9% | -13.0% |
| 7D | -24.3% | +8.6% | -32.9% | -26.8% |
| 30D | -39.8% | +16.4% | -56.2% | -43.4% |
| 3M | -40.2% | +8.1% | -48.3% | -42.4% |
| 6M | -22.1% | +32.1% | -54.2% | -31.9% |
| YTD | +24.7% | -7.1% | +31.7% | +24.8% |
| 1Y | +33.3% | -6.5% | +39.8% | +32.8% |
| 3Y | +133.9% | +26.2% | +107.6% | +100.9% |
| 5Y | +117.1% | +0.9% | +116.2% | +104.7% |
| 10Y | +1,158.7% | +250.7% | +907.9% | +652.8% |
| All | +96,674.4% | +7,118.2% | +89,556.2% | +18,234.1% |
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 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