+234.1%
ABT vs EAT
+320.8%
-86.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -1.3% | -4.0% | +2.7% | -1.0% |
| 30D | +6.0% | -2.9% | +8.9% | +6.2% |
| 3M | -1.9% | -16.9% | +15.0% | -0.6% |
| 6M | +31.2% | +57.0% | -25.8% | +26.3% |
| YTD | -11.2% | +38.2% | -49.4% | -14.0% |
| 1Y | -14.0% | +69.3% | -83.2% | -18.1% |
| 3Y | +20.7% | +483.0% | -462.3% | +1.8% |
| 5Y | -6.7% | +364.1% | -370.8% | -21.4% |
| All | +234.1% | +320.8% | -86.7% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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