+104.7%
COST vs ABT
-11.0%
+115.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | -2.5% | -5.0% | +2.5% | -0.9% |
| 30D | -4.4% | -5.8% | +1.4% | -2.6% |
| 3M | -8.1% | +16.7% | -24.8% | -12.8% |
| 6M | -9.2% | -5.2% | -4.0% | -8.0% |
| YTD | +5.1% | -16.0% | +21.1% | +10.7% |
| 1Y | -5.1% | -18.3% | +13.2% | +0.8% |
| 3Y | +70.4% | +9.2% | +61.1% | +57.7% |
| 5Y | +104.7% | -11.6% | +116.3% | +116.1% |
| All | +104.7% | -11.0% | +115.7% | +116.1% |
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