+72.2%
V vs ABT
-6.8%
+79.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -1.7% | -3.7% | +2.0% | -0.3% |
| 30D | +2.0% | +2.5% | -0.5% | +1.0% |
| 3M | +17.4% | +20.2% | -2.8% | +8.8% |
| 6M | +17.5% | -2.9% | +20.4% | +18.6% |
| YTD | +7.6% | -11.9% | +19.5% | +12.9% |
| 1Y | +7.7% | -16.5% | +24.3% | +15.6% |
| 3Y | +54.7% | +12.1% | +42.5% | +42.1% |
| All | +72.2% | -6.8% | +79.0% | +72.0% |
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