+391.8%
BAC vs ABT
+202.4%
+189.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.7% |
| 7D | +1.2% | -3.1% | +4.3% | +2.6% |
| 30D | -0.7% | -2.1% | +1.4% | +0.1% |
| 3M | +16.9% | +17.4% | -0.5% | +7.8% |
| 6M | +29.6% | -2.4% | +32.0% | +29.9% |
| YTD | +15.3% | -14.2% | +29.5% | +22.2% |
| 1Y | +28.8% | -18.3% | +47.2% | +39.6% |
| 3Y | +136.4% | +11.5% | +124.9% | +112.5% |
| 5Y | +72.9% | -9.9% | +82.8% | +71.6% |
| 10Y | +391.8% | +204.4% | +187.4% | +155.3% |
| All | +391.8% | +202.4% | +189.4% | +155.3% |
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