+81.8%
SPY vs ABT
-9.5%
+91.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | +0.2% |
| 7D | +0.5% | -3.1% | +3.7% | +1.4% |
| 30D | -0.9% | -2.1% | +1.2% | -0.4% |
| 3M | +3.9% | +17.4% | -13.5% | -1.4% |
| 6M | +14.5% | -2.4% | +16.9% | +15.3% |
| YTD | +12.9% | -14.2% | +27.1% | +18.5% |
| 1Y | +19.4% | -18.3% | +37.7% | +27.2% |
| 3Y | +78.5% | +11.5% | +66.9% | +62.6% |
| 5Y | +81.8% | -9.9% | +91.6% | +81.4% |
| All | +81.8% | -9.5% | +91.3% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling