+99.4%
WMT vs ABT
+11.1%
+88.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.2% | -4.7% | +4.5% | +0.7% |
| 30D | -5.8% | -3.1% | -2.7% | -5.3% |
| 3M | -10.8% | +16.1% | -26.9% | -13.3% |
| 6M | -14.3% | -5.3% | -9.0% | -13.8% |
| YTD | -4.4% | -14.4% | +10.0% | -2.1% |
| 1Y | +4.3% | -18.4% | +22.7% | +7.7% |
| All | +99.4% | +11.1% | +88.2% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling