+6,820.4%
ABT vs ECL
+14,336.9%
-7,516.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +11.6% | +8.8% | +2.8% | +8.5% |
| 3M | +3.1% | +7.8% | -4.7% | +0.5% |
| 6M | +32.8% | +21.3% | +11.5% | +24.2% |
| YTD | -9.6% | +17.8% | -27.4% | -14.8% |
| 1Y | -10.4% | +21.1% | -31.4% | -16.4% |
| 3Y | +25.8% | +80.1% | -54.3% | +1.5% |
| 5Y | -3.4% | +40.5% | -43.9% | -16.5% |
| 10Y | +232.9% | +197.7% | +35.1% | +120.6% |
| All | +6,820.4% | +14,336.9% | -7,516.5% | +1,646.0% |
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