+1,064.4%
BAC vs ABT
+6,885.0%
-5,820.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.7% |
| 7D | -1.2% | +3.5% | -4.7% | -2.7% |
| 30D | -7.7% | +12.0% | -19.7% | -12.3% |
| 3M | -21.2% | +2.5% | -23.6% | -22.3% |
| 6M | -6.8% | +29.1% | -35.9% | -17.8% |
| YTD | -8.7% | -10.1% | +1.4% | -6.0% |
| 1Y | -5.3% | -9.8% | +4.5% | -2.7% |
| 3Y | +87.4% | +23.3% | +64.2% | +63.7% |
| 5Y | +18.9% | -2.4% | +21.3% | +14.4% |
| 10Y | +273.3% | +239.4% | +33.9% | +99.5% |
| All | +1,064.4% | +6,885.0% | -5,820.6% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling