+319.1%
DELL vs ABT
-16.1%
+335.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.3% |
| 7D | +14.9% | -3.7% | +18.6% | +12.4% |
| 30D | +13.3% | +2.5% | +10.8% | +14.9% |
| 3M | +24.4% | +20.2% | +4.2% | +37.3% |
| 6M | +258.0% | -2.9% | +260.9% | +285.5% |
| YTD | +320.2% | -11.9% | +332.1% | +349.3% |
| 1Y | +319.1% | -16.5% | +335.6% | +350.8% |
| All | +319.1% | -16.1% | +335.2% | +350.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling