+593.1%
MA vs ABT
+226.5%
+366.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.7% |
| 7D | +1.3% | -1.3% | +2.6% | +2.0% |
| 30D | +9.6% | +6.0% | +3.6% | +6.1% |
| 3M | +16.8% | -1.9% | +18.7% | +17.7% |
| 6M | +35.2% | +31.2% | +4.0% | +15.4% |
| YTD | +16.6% | -11.2% | +27.8% | +22.6% |
| 1Y | +19.8% | -14.0% | +33.7% | +28.1% |
| 3Y | +70.7% | +20.7% | +50.0% | +45.2% |
| 5Y | +87.4% | -6.7% | +94.1% | +85.2% |
| All | +593.1% | +226.5% | +366.6% | +232.3% |
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