+130.8%
WMT vs ABT
-10.2%
+141.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -0.2% | -4.7% | +4.5% | +0.8% |
| 30D | -5.8% | -3.1% | -2.7% | -5.2% |
| 3M | -10.8% | +16.1% | -26.9% | -13.7% |
| 6M | -14.3% | -5.3% | -9.0% | -13.6% |
| YTD | -4.4% | -14.4% | +10.0% | -1.6% |
| 1Y | +4.3% | -18.4% | +22.7% | +8.4% |
| 3Y | +100.1% | +11.2% | +88.9% | +93.7% |
| 5Y | +130.8% | -9.4% | +140.2% | +131.1% |
| All | +130.8% | -10.2% | +141.0% | +131.1% |
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