+26.6%
BA vs ABT
+229.0%
-202.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | +1.0% | -0.9% | -0.5% |
| 30D | -8.9% | +11.6% | -20.5% | -13.5% |
| 3M | -25.5% | +2.3% | -27.8% | -26.5% |
| 6M | -27.0% | +32.7% | -59.7% | -37.0% |
| YTD | -20.1% | -9.6% | -10.5% | -17.3% |
| 1Y | -11.0% | -10.1% | -0.9% | -7.7% |
| 3Y | -11.8% | +25.2% | -37.0% | -26.4% |
| 5Y | -20.6% | -4.5% | -16.1% | -23.4% |
| 10Y | +26.6% | +228.3% | -201.7% | -32.0% |
| All | +26.6% | +229.0% | -202.4% | -32.0% |
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