+16.2%
DIA vs ABT
-18.6%
+34.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -1.2% | -4.7% | +3.5% | -0.8% |
| 30D | -2.7% | -3.1% | +0.4% | -2.4% |
| 3M | +3.3% | +16.1% | -12.9% | +1.8% |
| 6M | +10.4% | -5.3% | +15.8% | +11.3% |
| YTD | +10.0% | -14.4% | +24.4% | +11.9% |
| 1Y | +16.2% | -18.4% | +34.6% | +19.2% |
| All | +16.2% | -18.6% | +34.8% | +19.2% |
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