+643.8%
AMZN vs ABT
+222.7%
+421.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +1.2% |
| 7D | +2.8% | -5.6% | +8.4% | +5.2% |
| 30D | +3.4% | +5.2% | -1.7% | +1.2% |
| 3M | +0.1% | -2.7% | +2.8% | +0.9% |
| 6M | +0.6% | +28.8% | -28.2% | -10.6% |
| YTD | +15.9% | -12.3% | +28.1% | +20.9% |
| 1Y | +9.5% | -14.7% | +24.2% | +15.6% |
| 3Y | +86.3% | +21.6% | +64.7% | +58.0% |
| 5Y | +51.7% | -7.8% | +59.5% | +48.4% |
| All | +643.8% | +222.7% | +421.1% | +287.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling