-41.1%
DIS vs ABT
-6.8%
-34.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.6% | -3.7% | +1.1% | -1.3% |
| 30D | +3.5% | +2.5% | +1.0% | +2.7% |
| 3M | +6.8% | +20.2% | -13.4% | +0.1% |
| 6M | +3.0% | -2.9% | +5.9% | +3.8% |
| YTD | -6.7% | -11.9% | +5.2% | -2.9% |
| 1Y | -10.1% | -16.5% | +6.5% | -4.6% |
| 3Y | +33.0% | +12.1% | +20.9% | +21.9% |
| All | -41.1% | -6.8% | -34.3% | -44.2% |
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 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