+1,628.0%
DIS vs ABT
+6,885.0%
-5,256.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.7% |
| 7D | +5.2% | +3.5% | +1.7% | +4.0% |
| 30D | +11.5% | +12.0% | -0.6% | +7.2% |
| 3M | +11.5% | +2.5% | +9.1% | +10.5% |
| 6M | +8.9% | +29.1% | -20.2% | -0.6% |
| YTD | +3.4% | -10.1% | +13.5% | +6.2% |
| 1Y | +7.2% | -9.8% | +17.0% | +9.9% |
| 3Y | +43.3% | +23.3% | +20.1% | +30.2% |
| 5Y | -31.4% | -2.4% | -29.1% | -32.9% |
| 10Y | +37.1% | +239.4% | -202.3% | -13.7% |
| All | +1,628.0% | +6,885.0% | -5,256.9% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling