+228.6%
ABT vs ED
+141.1%
+87.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -5.4% | -0.9% | -4.5% | -5.0% |
| 30D | +8.0% | +11.2% | -3.2% | +3.1% |
| 3M | +0.2% | +11.8% | -11.6% | -4.7% |
| 6M | +34.1% | +14.1% | +20.1% | +26.4% |
| YTD | -10.6% | +23.0% | -33.6% | -18.7% |
| 1Y | -11.8% | +23.7% | -35.5% | -20.0% |
| 3Y | +23.9% | +47.7% | -23.9% | +2.6% |
| 5Y | -5.1% | +82.6% | -87.7% | -29.3% |
| 10Y | +228.6% | +141.8% | +86.8% | +127.0% |
| All | +228.6% | +141.1% | +87.5% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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