+58.8%
T vs ABT
+229.0%
-170.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | +2.6% | +1.0% | +1.6% | +2.2% |
| 30D | -1.1% | +11.6% | -12.7% | -4.7% |
| 3M | -7.7% | +2.3% | -10.1% | -8.7% |
| 6M | -10.6% | +32.7% | -43.4% | -19.2% |
| YTD | -7.5% | -9.6% | +2.2% | -5.1% |
| 1Y | -7.4% | -10.1% | +2.7% | -5.0% |
| 3Y | +63.1% | +25.2% | +37.9% | +47.2% |
| 5Y | +55.2% | -4.5% | +59.7% | +52.6% |
| 10Y | +58.8% | +228.3% | -169.5% | +8.9% |
| All | +58.8% | +229.0% | -170.2% | +8.9% |
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