+197.1%
ABT vs DE
+863.9%
-666.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -5.9% | -2.6% | -3.3% | -5.3% |
| 30D | -8.1% | +9.0% | -17.1% | -10.3% |
| 3M | +14.5% | +19.1% | -4.6% | +9.0% |
| 6M | -6.3% | +14.4% | -20.7% | -10.1% |
| YTD | -17.1% | +45.9% | -63.1% | -26.0% |
| 1Y | -21.4% | +43.6% | -65.0% | -29.6% |
| 3Y | +5.9% | +75.9% | -70.0% | -12.0% |
| 5Y | -12.8% | +98.8% | -111.5% | -32.4% |
| All | +197.1% | +863.9% | -666.8% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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