+33.8%
DIS vs ABT
+12.2%
+21.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.6% | -3.7% | +1.1% | -1.8% |
| 30D | +3.5% | +2.5% | +1.0% | +3.0% |
| 3M | +6.8% | +20.2% | -13.4% | +3.1% |
| 6M | +3.0% | -2.9% | +5.9% | +3.1% |
| YTD | -6.7% | -11.9% | +5.2% | -5.3% |
| 1Y | -10.1% | -16.5% | +6.5% | -7.9% |
| All | +33.8% | +12.2% | +21.6% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling