-11.3%
ABT vs DTE
+30.3%
-41.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | -5.9% | -2.6% | -3.3% | -4.9% |
| 30D | -8.1% | -4.4% | -3.7% | -6.4% |
| 3M | +14.5% | -8.3% | +22.9% | +18.6% |
| 6M | -6.3% | -8.1% | +1.8% | -3.2% |
| YTD | -17.1% | +4.4% | -21.5% | -18.9% |
| 1Y | -21.4% | +0.2% | -21.5% | -21.8% |
| 3Y | +5.9% | +42.6% | -36.7% | -10.2% |
| All | -11.3% | +30.3% | -41.6% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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