+3,524.4%
GLW vs ABT
+6,844.3%
-3,319.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +7.8% |
| 7D | +1.4% | -5.4% | +6.8% | +3.2% |
| 30D | -18.2% | +8.0% | -26.2% | -20.4% |
| 3M | -24.2% | +0.2% | -24.4% | -24.8% |
| 6M | -41.7% | +34.1% | -75.9% | -48.4% |
| YTD | +38.3% | -10.6% | +48.9% | +39.6% |
| 1Y | +38.2% | -11.8% | +50.0% | +39.9% |
| 3Y | +363.4% | +23.9% | +339.5% | +310.2% |
| 5Y | +254.6% | -5.1% | +259.7% | +242.1% |
| 10Y | +562.0% | +228.6% | +333.4% | +334.8% |
| All | +3,524.4% | +6,844.3% | -3,319.9% | +659.7% |
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