+11,791.0%
GOOGL vs ABT
+832.6%
+10,958.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | +3.9% | -1.3% | +5.1% | +4.4% |
| 30D | -14.9% | +6.0% | -21.0% | -17.4% |
| 3M | -14.6% | -1.9% | -12.7% | -14.3% |
| 6M | -26.4% | +31.2% | -57.6% | -35.8% |
| YTD | -5.3% | -11.2% | +5.9% | -2.1% |
| 1Y | +6.5% | -14.0% | +20.4% | +11.5% |
| 3Y | +126.0% | +20.7% | +105.4% | +93.8% |
| 5Y | +100.8% | -6.7% | +107.5% | +95.1% |
| 10Y | +673.8% | +226.3% | +447.5% | +303.2% |
| All | +11,791.0% | +832.6% | +10,958.4% | +4,370.5% |
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 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