+251.7%
BAC vs ABT
+221.4%
+30.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | +2.0% | +0.3% | +1.7% | +1.8% |
| 30D | -6.9% | +11.6% | -18.6% | -11.6% |
| 3M | -19.6% | +3.1% | -22.7% | -21.0% |
| 6M | -0.5% | +32.8% | -33.3% | -13.6% |
| YTD | -6.6% | -9.6% | +3.0% | -3.5% |
| 1Y | -3.0% | -10.4% | +7.4% | +0.5% |
| 3Y | +97.3% | +25.8% | +71.5% | +66.6% |
| 5Y | +21.9% | -3.4% | +25.3% | +17.0% |
| 10Y | +251.7% | +232.9% | +18.8% | +83.3% |
| All | +251.7% | +221.4% | +30.3% | +83.3% |
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 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