+9.1%
JPM vs ABT
-13.4%
+22.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | +1.6% | -5.6% | +7.2% | +2.2% |
| 30D | +3.4% | +5.2% | -1.7% | +3.3% |
| 3M | -5.7% | -2.7% | -2.9% | -5.3% |
| 6M | +13.5% | +28.8% | -15.3% | +10.9% |
| YTD | +8.4% | -12.3% | +20.7% | +9.9% |
| 1Y | +9.1% | -14.7% | +23.7% | +11.2% |
| All | +9.1% | -13.4% | +22.5% | +11.2% |
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