+755.6%
GOOGL vs ABT
+201.3%
+554.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.1% | +2.4% |
| 7D | 0.0% | -5.9% | +5.9% | +2.6% |
| 30D | -1.4% | -8.1% | +6.7% | +2.2% |
| 3M | -5.3% | +14.5% | -19.9% | -11.6% |
| 6M | +9.8% | -6.3% | +16.1% | +12.0% |
| YTD | +8.4% | -17.1% | +25.5% | +16.4% |
| 1Y | +41.2% | -21.4% | +62.6% | +54.9% |
| 3Y | +149.6% | +5.9% | +143.7% | +125.0% |
| 5Y | +142.6% | -12.8% | +155.3% | +142.4% |
| All | +755.6% | +201.3% | +554.3% | +346.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling