+68.5%
MA vs ABT
+19.4%
+49.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.7% |
| 7D | -0.5% | -5.6% | +5.1% | +1.2% |
| 30D | +7.9% | +5.2% | +2.7% | +6.4% |
| 3M | +16.8% | -2.7% | +19.5% | +17.6% |
| 6M | +31.0% | +28.8% | +2.1% | +21.7% |
| YTD | +15.0% | -12.3% | +27.3% | +19.1% |
| 1Y | +17.0% | -14.7% | +31.7% | +22.2% |
| All | +68.5% | +19.4% | +49.1% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling