+87.4%
BAC vs ABT
+22.5%
+64.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -1.2% | +3.5% | -4.7% | -1.7% |
| 30D | -7.7% | +12.0% | -19.7% | -9.4% |
| 3M | -21.2% | +2.5% | -23.6% | -21.5% |
| 6M | -6.8% | +29.1% | -35.9% | -11.3% |
| YTD | -8.7% | -10.1% | +1.4% | -7.3% |
| 1Y | -5.3% | -9.8% | +4.5% | -4.0% |
| 3Y | +87.4% | +23.3% | +64.2% | +64.5% |
| All | +87.4% | +22.5% | +64.9% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling