+121.0%
GOOG vs ABT
+20.8%
+100.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -0.9% |
| 7D | +3.0% | -1.3% | +4.3% | +3.0% |
| 30D | -14.9% | +6.0% | -20.9% | -14.7% |
| 3M | -14.9% | -1.9% | -13.0% | -14.8% |
| 6M | -26.6% | +31.2% | -57.8% | -26.0% |
| YTD | -6.6% | -11.2% | +4.6% | -7.0% |
| 1Y | +5.1% | -14.0% | +19.0% | +4.4% |
| 3Y | +121.0% | +20.7% | +100.3% | +133.5% |
| All | +121.0% | +20.8% | +100.1% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling