+71.4%
BAC vs ABT
-6.8%
+78.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.1% | -3.7% | +4.8% | +2.3% |
| 30D | -0.4% | +2.5% | -2.9% | -1.3% |
| 3M | +16.9% | +20.2% | -3.3% | +9.4% |
| 6M | +26.6% | -2.9% | +29.5% | +27.5% |
| YTD | +15.8% | -11.9% | +27.7% | +20.5% |
| 1Y | +27.2% | -16.5% | +43.7% | +34.9% |
| 3Y | +132.4% | +12.1% | +120.3% | +111.2% |
| All | +71.4% | -6.8% | +78.3% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling