+6,616.3%
ABT vs EAT
+9,981.2%
-3,364.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -5.6% | -7.1% | +1.5% | -4.9% |
| 30D | +5.2% | -2.3% | +7.5% | +5.3% |
| 3M | -2.7% | -19.6% | +16.9% | -0.7% |
| 6M | +28.8% | +46.0% | -17.2% | +23.3% |
| YTD | -12.3% | +37.7% | -50.0% | -16.0% |
| 1Y | -14.7% | +73.8% | -88.5% | -20.4% |
| 3Y | +21.6% | +482.1% | -460.5% | -2.6% |
| 5Y | -7.8% | +362.5% | -370.2% | -26.1% |
| 10Y | +222.5% | +319.3% | -96.8% | +139.4% |
| All | +6,616.3% | +9,981.2% | -3,364.9% | +2,230.7% |
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