+77.7%
SPY vs ABT
+20.8%
+56.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.5% |
| 7D | +2.6% | -1.3% | +3.9% | +2.7% |
| 30D | -2.0% | +6.0% | -8.0% | -2.4% |
| 3M | -2.8% | -1.9% | -0.9% | -2.6% |
| 6M | +2.1% | +31.2% | -29.0% | -0.9% |
| YTD | +11.5% | -11.2% | +22.7% | +13.8% |
| 1Y | +13.5% | -14.0% | +27.4% | +16.4% |
| 3Y | +77.7% | +20.7% | +57.0% | +74.6% |
| All | +77.7% | +20.8% | +56.9% | +74.6% |
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