+9.7%
AMZN vs ABT
-16.1%
+25.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | -3.0% | -3.7% | +0.7% | -3.3% |
| 30D | -5.2% | +2.5% | -7.7% | -4.9% |
| 3M | +1.9% | +20.2% | -18.3% | +3.8% |
| 6M | +19.2% | -2.9% | +22.2% | +19.0% |
| YTD | +12.0% | -11.9% | +23.9% | +11.1% |
| 1Y | +9.7% | -16.5% | +26.2% | +8.6% |
| All | +9.7% | -16.1% | +25.8% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling