-35.3%
BABA vs ABT
-4.8%
-30.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.7% | +5.2% |
| 7D | +4.3% | +12.5% | -8.3% | +5.2% |
| 30D | -5.0% | +16.1% | -21.1% | -3.8% |
| 3M | -18.4% | +10.2% | -28.6% | -18.0% |
| 6M | -20.3% | +33.7% | -54.0% | -17.0% |
| YTD | -27.5% | -5.5% | -22.0% | -32.2% |
| 1Y | -35.3% | -5.9% | -29.4% | -39.6% |
| All | -35.3% | -4.8% | -30.6% | -39.6% |
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