+6,449.5%
ABT vs DTE
+3,490.3%
+2,959.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -4.7% | 0.0% | -4.8% | -4.8% |
| 30D | -3.1% | -0.5% | -2.6% | -3.0% |
| 3M | +16.1% | -6.0% | +22.2% | +18.7% |
| 6M | -5.3% | -7.2% | +1.9% | -2.9% |
| YTD | -14.4% | +7.2% | -21.6% | -16.9% |
| 1Y | -18.4% | +4.1% | -22.5% | -19.9% |
| 3Y | +11.2% | +46.9% | -35.7% | -4.7% |
| 5Y | -9.4% | +32.9% | -42.3% | -19.8% |
| 10Y | +209.7% | +144.5% | +65.3% | +110.5% |
| All | +6,449.5% | +3,490.3% | +2,959.2% | +1,327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling