-11.6%
ABT vs DE
+97.0%
-108.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.0% | -2.4% | -2.6% | -4.6% |
| 30D | -5.8% | +9.7% | -15.5% | -7.2% |
| 3M | +16.7% | +21.4% | -4.6% | +13.0% |
| 6M | -5.2% | +15.0% | -20.3% | -7.7% |
| YTD | -16.0% | +46.4% | -62.4% | -21.6% |
| 1Y | -18.3% | +45.6% | -63.9% | -23.8% |
| 3Y | +9.2% | +76.8% | -67.5% | -2.4% |
| 5Y | -11.6% | +99.4% | -111.0% | -23.2% |
| All | -11.6% | +97.0% | -108.5% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling