+312.3%
DELL vs ABT
-19.8%
+332.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.6% | -6.2% |
| 7D | -1.9% | -5.0% | +3.1% | -4.4% |
| 30D | +14.9% | -5.8% | +20.7% | +11.4% |
| 3M | +37.2% | +16.7% | +20.5% | +48.5% |
| 6M | +254.0% | -5.2% | +259.2% | +273.7% |
| YTD | +306.1% | -16.0% | +322.1% | +325.9% |
| 1Y | +312.3% | -18.3% | +330.5% | +337.0% |
| All | +312.3% | -19.8% | +332.1% | +337.0% |
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