+223.5%
C vs ABT
+234.7%
-11.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.9% |
| 7D | -2.4% | +3.5% | -5.9% | -3.9% |
| 30D | -6.0% | +12.0% | -18.0% | -10.7% |
| 3M | -10.5% | +2.5% | -13.0% | -11.9% |
| 6M | -5.7% | +29.1% | -34.8% | -17.1% |
| YTD | +4.1% | -10.1% | +14.2% | +7.6% |
| 1Y | +20.5% | -9.8% | +30.3% | +24.2% |
| 3Y | +208.1% | +23.3% | +184.9% | +163.1% |
| 5Y | +110.4% | -2.4% | +112.8% | +100.3% |
| All | +223.5% | +234.7% | -11.2% | +73.4% |
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 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