+251.0%
DIA vs ABT
+205.6%
+45.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | -1.2% | -4.7% | +3.5% | +0.7% |
| 30D | -2.7% | -3.1% | +0.4% | -1.5% |
| 3M | +3.3% | +16.1% | -12.9% | -3.5% |
| 6M | +10.4% | -5.3% | +15.8% | +12.1% |
| YTD | +10.0% | -14.4% | +24.4% | +16.1% |
| 1Y | +16.2% | -18.4% | +34.6% | +24.9% |
| 3Y | +58.7% | +11.2% | +47.5% | +44.8% |
| 5Y | +63.6% | -9.4% | +73.0% | +62.3% |
| 10Y | +251.0% | +209.7% | +41.3% | +103.9% |
| All | +251.0% | +205.6% | +45.4% | +103.9% |
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