+915.1%
MSFT vs ABT
+226.5%
+688.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 7D | -1.3% | -1.3% | 0.0% | -0.6% |
| 30D | -1.8% | +6.0% | -7.9% | -4.8% |
| 3M | +5.6% | -1.9% | +7.5% | +6.2% |
| 6M | +29.8% | +31.2% | -1.4% | +11.5% |
| YTD | +9.0% | -11.2% | +20.2% | +13.8% |
| 1Y | +4.9% | -14.0% | +18.9% | +11.3% |
| 3Y | +46.2% | +20.7% | +25.6% | +20.6% |
| 5Y | +62.1% | -6.7% | +68.8% | +56.5% |
| All | +915.1% | +226.5% | +688.6% | +381.7% |
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