+209.7%
ABT vs ECL
+149.7%
+60.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.7% |
| 7D | -4.7% | -2.7% | -2.0% | -3.6% |
| 30D | -3.1% | -4.3% | +1.2% | -1.2% |
| 3M | +16.1% | +3.2% | +12.9% | +14.5% |
| 6M | -5.3% | -2.9% | -2.4% | -4.4% |
| YTD | -14.4% | +4.3% | -18.7% | -16.4% |
| 1Y | -18.4% | +1.6% | -20.1% | -19.6% |
| 3Y | +11.2% | +54.3% | -43.1% | -10.9% |
| 5Y | -9.4% | +26.5% | -35.9% | -22.1% |
| 10Y | +209.7% | +155.6% | +54.2% | +70.6% |
| All | +209.7% | +149.7% | +60.1% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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