-33.7%
TLT vs ABT
-9.5%
-24.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.2% |
| 7D | +0.4% | -3.1% | +3.5% | +0.6% |
| 30D | -0.3% | -2.1% | +1.8% | -0.2% |
| 3M | -1.7% | +17.4% | -19.2% | -2.8% |
| 6M | -4.9% | -2.4% | -2.5% | -4.8% |
| YTD | -2.8% | -14.2% | +11.4% | -1.8% |
| 1Y | -4.2% | -18.3% | +14.1% | -3.0% |
| 3Y | -1.1% | +11.5% | -12.6% | -1.9% |
| 5Y | -33.7% | -9.9% | -23.8% | -33.9% |
| All | -33.7% | -9.5% | -24.2% | -33.9% |
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 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