+6,744.0%
ABT vs ECL
+14,389.6%
-7,645.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -5.4% | -2.3% | -3.1% | -4.6% |
| 30D | +8.0% | +8.3% | -0.3% | +5.1% |
| 3M | +0.2% | +8.4% | -8.2% | -2.5% |
| 6M | +34.1% | +23.3% | +10.9% | +24.7% |
| YTD | -10.6% | +18.2% | -28.8% | -15.9% |
| 1Y | -11.8% | +18.8% | -30.6% | -17.2% |
| 3Y | +23.9% | +78.5% | -54.6% | +0.2% |
| 5Y | -5.1% | +40.1% | -45.2% | -17.9% |
| 10Y | +228.6% | +196.5% | +32.1% | +118.0% |
| All | +6,744.0% | +14,389.6% | -7,645.6% | +1,624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling