+6.7%
AMZN vs ABT
-4.8%
+11.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.6% | +0.5% | +6.3% |
| 7D | +4.5% | +12.5% | -8.0% | +5.2% |
| 30D | +5.8% | +16.1% | -10.3% | +6.8% |
| 3M | -4.1% | +10.2% | -14.3% | -3.3% |
| 6M | -2.2% | +33.7% | -35.9% | +0.3% |
| YTD | +15.3% | -5.5% | +20.8% | +16.4% |
| 1Y | +6.7% | -5.9% | +12.6% | +7.7% |
| All | +6.7% | -4.8% | +11.5% | +7.7% |
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