+4,681.2%
DELL vs ABT
+189.7%
+4,491.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +14.9% | -3.7% | +18.6% | +16.2% |
| 30D | +13.3% | +2.5% | +10.8% | +12.3% |
| 3M | +24.4% | +20.2% | +4.2% | +16.1% |
| 6M | +258.0% | -2.9% | +260.9% | +259.1% |
| YTD | +320.2% | -11.9% | +332.1% | +335.5% |
| 1Y | +319.1% | -16.5% | +335.6% | +342.7% |
| 3Y | +706.5% | +12.1% | +694.4% | +629.8% |
| 5Y | +1,071.9% | -7.4% | +1,079.3% | +1,044.8% |
| 10Y | +4,683.5% | +210.7% | +4,472.8% | +2,598.6% |
| All | +4,681.2% | +189.7% | +4,491.5% | +2,720.6% |
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