+3,388.7%
GLW vs ABT
+6,921.8%
-3,533.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.7% | +9.1% |
| 7D | -5.9% | +0.3% | -6.2% | -6.1% |
| 30D | -26.0% | +11.6% | -37.6% | -28.7% |
| 3M | -29.9% | +3.1% | -33.0% | -31.1% |
| 6M | -37.8% | +32.8% | -70.6% | -44.7% |
| YTD | +33.1% | -9.6% | +42.7% | +33.9% |
| 1Y | +36.8% | -10.4% | +47.2% | +37.8% |
| 3Y | +356.1% | +25.8% | +330.3% | +301.9% |
| 5Y | +243.8% | -3.4% | +247.3% | +229.9% |
| 10Y | +542.4% | +232.9% | +309.5% | +320.4% |
| All | +3,388.7% | +6,921.8% | -3,533.1% | +629.0% |
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 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