+201.2%
ABT vs EAT
+379.9%
-178.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -5.0% | -6.2% | +1.2% | -4.5% |
| 30D | -5.8% | -3.0% | -2.8% | -5.6% |
| 3M | +16.7% | +45.6% | -28.9% | +13.3% |
| 6M | -5.2% | +53.5% | -58.8% | -8.7% |
| YTD | -16.0% | +49.6% | -65.6% | -19.0% |
| 1Y | -18.3% | +38.9% | -57.2% | -20.9% |
| 3Y | +9.2% | +589.7% | -580.4% | -9.0% |
| 5Y | -11.6% | +318.7% | -330.2% | -25.1% |
| All | +201.2% | +379.9% | -178.6% | +146.2% |
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