+36.3%
DIS vs ABT
+19.4%
+16.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | +0.9% | -5.6% | +6.5% | +2.2% |
| 30D | +8.9% | +5.2% | +3.7% | +7.7% |
| 3M | +14.5% | -2.7% | +17.2% | +15.2% |
| 6M | +12.2% | +28.8% | -16.6% | +6.6% |
| YTD | +4.7% | -12.3% | +17.0% | +6.5% |
| 1Y | +2.8% | -14.7% | +17.5% | +5.0% |
| All | +36.3% | +19.4% | +16.9% | +22.9% |
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 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