+6,642.4%
ABT vs EAT
+11,644.8%
-5,002.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +2.5% | +1.9% | +0.6% | +2.2% |
| 3M | +20.2% | +68.7% | -48.5% | +13.7% |
| 6M | -2.9% | +66.9% | -69.8% | -8.5% |
| YTD | -11.9% | +60.4% | -72.3% | -16.8% |
| 1Y | -16.5% | +44.0% | -60.5% | -20.5% |
| 3Y | +12.1% | +604.7% | -592.6% | -11.9% |
| 5Y | -7.4% | +347.0% | -354.4% | -25.5% |
| 10Y | +210.7% | +390.8% | -180.1% | +127.2% |
| All | +6,642.4% | +11,644.8% | -5,002.4% | +2,208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling