+22.5%
MA vs ABT
-4.8%
+27.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.6% | -1.6% | +2.6% |
| 7D | +10.2% | +12.5% | -2.3% | +7.3% |
| 30D | +19.3% | +16.1% | +3.2% | +15.4% |
| 3M | +18.0% | +10.2% | +7.8% | +15.3% |
| 6M | +33.7% | +33.7% | 0.0% | +26.4% |
| YTD | +18.6% | -5.5% | +24.1% | +15.8% |
| 1Y | +22.5% | -5.9% | +28.4% | +19.4% |
| All | +22.5% | -4.8% | +27.2% | +19.4% |
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