-9.4%
ABT vs EAT
+310.8%
-320.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | 0.0% |
| 7D | -4.7% | -6.8% | +2.0% | -4.1% |
| 30D | -3.1% | -5.4% | +2.3% | -2.7% |
| 3M | +16.1% | +42.8% | -26.6% | +12.5% |
| 6M | -5.3% | +56.5% | -61.8% | -9.2% |
| YTD | -14.4% | +50.0% | -64.5% | -17.8% |
| 1Y | -18.4% | +38.3% | -56.7% | -21.2% |
| 3Y | +11.2% | +591.6% | -580.4% | -12.8% |
| 5Y | -9.4% | +312.6% | -322.0% | -32.3% |
| All | -9.4% | +310.8% | -320.2% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling