+234.1%
ABT vs ED
+147.1%
+87.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | -1.3% | +2.1% | -3.3% | -2.2% |
| 30D | +6.0% | +10.4% | -4.4% | +1.6% |
| 3M | -1.9% | +12.5% | -14.4% | -6.9% |
| 6M | +31.2% | +14.9% | +16.3% | +23.2% |
| YTD | -11.2% | +24.8% | -36.1% | -19.8% |
| 1Y | -14.0% | +23.8% | -37.8% | -22.0% |
| 3Y | +20.7% | +51.6% | -31.0% | -1.2% |
| 5Y | -6.7% | +86.4% | -93.1% | -31.1% |
| All | +234.1% | +147.1% | +87.0% | +130.1% |
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