+54.4%
SCHD vs ABT
+9.1%
+45.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -3.1% | -5.0% | +1.9% | -2.1% |
| 30D | -0.8% | -5.8% | +5.0% | +0.4% |
| 3M | +6.2% | +16.7% | -10.5% | +2.7% |
| 6M | +11.8% | -5.2% | +17.1% | +13.0% |
| YTD | +26.0% | -16.0% | +41.9% | +30.6% |
| 1Y | +28.1% | -18.3% | +46.4% | +33.7% |
| All | +54.4% | +9.1% | +45.2% | +53.3% |
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