+72.9%
SPY vs ABT
-3.3%
+76.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -0.6% | +1.0% | -1.6% | -0.9% |
| 30D | -3.7% | +11.6% | -15.3% | -6.6% |
| 3M | -2.7% | +2.3% | -5.1% | -3.6% |
| 6M | +2.2% | +32.7% | -30.6% | -6.9% |
| YTD | +10.8% | -9.6% | +20.5% | +14.6% |
| 1Y | +11.2% | -10.1% | +21.3% | +15.1% |
| 3Y | +76.5% | +25.2% | +51.3% | +52.6% |
| 5Y | +72.9% | -4.5% | +77.5% | +69.5% |
| All | +72.9% | -3.3% | +76.2% | +69.5% |
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 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