+11,671.2%
COST vs ABT
+6,563.8%
+5,107.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.3% |
| 7D | -3.2% | -3.1% | 0.0% | -2.2% |
| 30D | -4.0% | -2.1% | -1.8% | -3.3% |
| 3M | -6.5% | +17.4% | -23.9% | -11.6% |
| 6M | -8.5% | -2.4% | -6.1% | -8.3% |
| YTD | +6.0% | -14.2% | +20.2% | +10.5% |
| 1Y | -5.8% | -18.3% | +12.5% | -0.3% |
| 3Y | +71.8% | +11.5% | +60.3% | +61.4% |
| 5Y | +106.2% | -9.9% | +116.1% | +107.0% |
| 10Y | +602.0% | +204.4% | +397.7% | +360.2% |
| All | +11,671.2% | +6,563.8% | +5,107.4% | +2,194.2% |
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 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