+514.4%
MA vs ABT
+210.5%
+304.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.7% | -3.7% | +1.0% | -0.7% |
| 30D | +1.5% | +2.5% | -0.9% | +0.1% |
| 3M | +20.4% | +20.2% | +0.2% | +8.3% |
| 6M | +11.1% | -2.9% | +14.1% | +12.0% |
| YTD | +2.0% | -11.9% | +13.9% | +7.8% |
| 1Y | -2.2% | -16.5% | +14.4% | +6.5% |
| 3Y | +41.9% | +12.1% | +29.8% | +26.3% |
| 5Y | +75.4% | -7.4% | +82.8% | +73.9% |
| All | +514.4% | +210.5% | +304.0% | +205.2% |
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 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