+3.6%
GOOG vs ABT
-4.8%
+8.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.3% | +3.2% |
| 7D | -10.7% | +12.5% | -23.3% | -10.6% |
| 30D | -16.4% | +16.1% | -32.5% | -16.4% |
| 3M | -23.4% | +10.2% | -33.6% | -23.3% |
| 6M | -24.2% | +33.7% | -57.9% | -24.1% |
| YTD | -8.3% | -5.5% | -2.8% | -8.6% |
| 1Y | +3.6% | -5.9% | +9.5% | +3.4% |
| All | +3.6% | -4.8% | +8.4% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling