+36.6%
DIS vs ABT
+221.4%
-184.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +10.2% | +11.6% | -1.4% | +5.6% |
| 3M | +13.5% | +3.1% | +10.4% | +12.0% |
| 6M | +11.1% | +32.8% | -21.7% | -0.8% |
| YTD | +5.5% | -9.6% | +15.1% | +8.7% |
| 1Y | +9.1% | -10.4% | +19.5% | +12.7% |
| 3Y | +36.0% | +25.8% | +10.2% | +19.5% |
| 5Y | -29.8% | -3.4% | -26.4% | -31.7% |
| 10Y | +36.6% | +232.9% | -196.2% | -15.5% |
| All | +36.6% | +221.4% | -184.8% | -15.5% |
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 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