+9.4%
AMZN vs ABT
-19.8%
+29.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.3% |
| 7D | -2.7% | -5.0% | +2.3% | -3.1% |
| 30D | -7.5% | -5.8% | -1.7% | -7.9% |
| 3M | +5.8% | +16.7% | -10.9% | +7.9% |
| 6M | +17.5% | -5.2% | +22.8% | +17.1% |
| YTD | +9.1% | -16.0% | +25.1% | +7.3% |
| 1Y | +9.4% | -18.3% | +27.6% | +7.3% |
| All | +9.4% | -19.8% | +29.2% | +7.3% |
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