+606.1%
COST vs ABT
+201.3%
+404.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.8% |
| 7D | -1.2% | -5.9% | +4.7% | +1.0% |
| 30D | -4.7% | -8.1% | +3.4% | -1.8% |
| 3M | -7.1% | +14.5% | -21.7% | -11.9% |
| 6M | -8.5% | -6.3% | -2.3% | -6.9% |
| YTD | +5.4% | -17.1% | +22.5% | +11.9% |
| 1Y | -5.6% | -21.4% | +15.7% | +2.1% |
| 3Y | +68.5% | +5.9% | +62.6% | +59.0% |
| 5Y | +105.2% | -12.8% | +118.0% | +108.1% |
| All | +606.1% | +201.3% | +404.8% | +378.8% |
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