+238.9%
CRM vs ABT
+201.3%
+37.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.7% |
| 7D | -4.4% | -5.9% | +1.4% | -1.3% |
| 30D | +28.1% | -8.1% | +36.2% | +33.6% |
| 3M | +48.8% | +14.5% | +34.3% | +37.4% |
| 6M | +28.3% | -6.3% | +34.5% | +31.3% |
| YTD | -6.0% | -17.1% | +11.1% | +2.2% |
| 1Y | +1.4% | -21.4% | +22.8% | +13.2% |
| 3Y | +11.8% | +5.9% | +5.9% | +0.5% |
| 5Y | -2.0% | -12.8% | +10.7% | -0.9% |
| All | +238.9% | +201.3% | +37.6% | +77.7% |
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