+133,470.8%
MSFT vs ABT
+6,741.2%
+126,729.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -2.7% | -3.7% | +1.0% | -1.3% |
| 30D | +2.7% | +2.5% | +0.2% | +1.7% |
| 3M | +17.0% | +20.2% | -3.2% | +8.4% |
| 6M | +23.8% | -2.9% | +26.8% | +24.0% |
| YTD | +4.0% | -11.9% | +15.9% | +7.6% |
| 1Y | -0.8% | -16.5% | +15.7% | +4.5% |
| 3Y | +55.6% | +12.1% | +43.5% | +42.6% |
| 5Y | +72.9% | -7.4% | +80.3% | +70.5% |
| 10Y | +875.8% | +210.7% | +665.1% | +517.4% |
| All | +133,470.8% | +6,741.2% | +126,729.6% | +19,060.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling