+554.8%
MA vs ABT
+221.4%
+333.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.2% |
| 7D | -0.3% | +0.3% | -0.7% | -0.5% |
| 30D | +11.3% | +11.6% | -0.3% | +4.8% |
| 3M | +16.7% | +3.1% | +13.5% | +14.5% |
| 6M | +32.8% | +32.8% | 0.0% | +12.5% |
| YTD | +15.6% | -9.6% | +25.2% | +20.4% |
| 1Y | +19.6% | -10.4% | +29.9% | +24.9% |
| 3Y | +72.1% | +25.8% | +46.3% | +42.7% |
| 5Y | +96.0% | -3.4% | +99.5% | +90.0% |
| 10Y | +554.8% | +232.9% | +321.9% | +208.7% |
| All | +554.8% | +221.4% | +333.4% | +208.7% |
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