+238.6%
SCHD vs ABT
+201.3%
+37.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.9% |
| 7D | -2.0% | -5.9% | +3.9% | +0.4% |
| 30D | -0.4% | -8.1% | +7.7% | +2.8% |
| 3M | +5.7% | +14.5% | -8.8% | -0.2% |
| 6M | +11.9% | -6.3% | +18.2% | +14.0% |
| YTD | +26.4% | -17.1% | +43.6% | +34.9% |
| 1Y | +27.6% | -21.4% | +49.0% | +38.9% |
| 3Y | +54.9% | +5.9% | +49.0% | +45.9% |
| 5Y | +60.9% | -12.8% | +73.7% | +62.8% |
| All | +238.6% | +201.3% | +37.4% | +110.5% |
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