+6,467.5%
ABT vs DE
+14,571.6%
-8,104.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.7% | -2.2% |
| 7D | -3.1% | +0.7% | -3.8% | -3.3% |
| 30D | -2.1% | +9.6% | -11.8% | -3.9% |
| 3M | +17.4% | +19.0% | -1.5% | +13.4% |
| 6M | -2.4% | +16.1% | -18.5% | -5.5% |
| YTD | -14.2% | +47.0% | -61.2% | -20.9% |
| 1Y | -18.3% | +43.1% | -61.5% | -24.4% |
| 3Y | +11.5% | +77.5% | -66.0% | -1.9% |
| 5Y | -9.9% | +96.4% | -106.2% | -23.5% |
| 10Y | +204.4% | +852.9% | -648.5% | +89.5% |
| All | +6,467.5% | +14,571.6% | -8,104.1% | +2,008.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling