+16.0%
BABA vs ABT
+226.7%
-210.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -3.6% | -5.4% | +1.8% | -1.7% |
| 30D | -8.4% | +8.0% | -16.4% | -11.0% |
| 3M | -20.6% | +0.2% | -20.8% | -20.9% |
| 6M | -25.4% | +34.1% | -59.5% | -33.7% |
| YTD | -30.1% | -10.6% | -19.5% | -28.0% |
| 1Y | -36.3% | -11.8% | -24.5% | -34.1% |
| 3Y | +30.4% | +23.9% | +6.5% | +12.4% |
| 5Y | -35.7% | -5.1% | -30.6% | -37.6% |
| 10Y | +16.0% | +228.6% | -212.6% | -37.1% |
| All | +16.0% | +226.7% | -210.6% | -37.1% |
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