-41.3%
GLW vs ABT
+27.2%
-68.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | -1.2% |
| 7D | -13.9% | +3.5% | -17.4% | -9.7% |
| 30D | -35.0% | +12.0% | -47.0% | -23.9% |
| 3M | -32.4% | +2.5% | -34.8% | -28.8% |
| 6M | -41.3% | +29.1% | -70.4% | -13.0% |
| All | -41.3% | +27.2% | -68.6% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling