+57.1%
DIA vs ABT
-3.7%
+60.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.0% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +1.4% | +11.6% | -10.2% | -1.6% |
| 3M | -2.7% | +3.1% | -5.8% | -3.7% |
| 6M | +6.2% | +32.8% | -26.6% | -2.8% |
| YTD | +10.1% | -9.6% | +19.7% | +13.4% |
| 1Y | +13.0% | -10.4% | +23.4% | +16.6% |
| 3Y | +61.9% | +25.8% | +36.0% | +43.3% |
| 5Y | +57.1% | -3.4% | +60.5% | +51.5% |
| All | +57.1% | -3.7% | +60.7% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling