+237.1%
DIA vs ABT
+226.7%
+10.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | -1.6% | -5.4% | +3.8% | +0.6% |
| 30D | +1.3% | +8.0% | -6.7% | -1.9% |
| 3M | -2.1% | +0.2% | -2.3% | -2.4% |
| 6M | +6.2% | +34.1% | -27.9% | -6.9% |
| YTD | +10.3% | -10.6% | +20.9% | +14.2% |
| 1Y | +11.0% | -11.8% | +22.8% | +15.5% |
| 3Y | +60.4% | +23.9% | +36.5% | +39.1% |
| 5Y | +59.1% | -5.1% | +64.2% | +54.9% |
| 10Y | +237.1% | +228.6% | +8.4% | +95.7% |
| All | +237.1% | +226.7% | +10.4% | +95.7% |
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