+6,642.4%
ABT vs ECL
+13,009.7%
-6,367.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.7% | -2.6% | -1.1% | -2.8% |
| 30D | +2.5% | -2.2% | +4.6% | +3.2% |
| 3M | +20.2% | +10.1% | +10.1% | +16.3% |
| 6M | -2.9% | -5.7% | +2.8% | -1.2% |
| YTD | -11.9% | +7.0% | -18.9% | -14.2% |
| 1Y | -16.5% | +2.7% | -19.2% | -17.7% |
| 3Y | +12.1% | +57.7% | -45.6% | -5.5% |
| 5Y | -7.4% | +31.1% | -38.5% | -18.1% |
| 10Y | +210.7% | +150.9% | +59.8% | +117.8% |
| All | +6,642.4% | +13,009.7% | -6,367.3% | +1,658.2% |
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