+11.5%
ABT vs ED
+35.1%
-23.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | -3.1% | +0.5% | -3.7% | -3.3% |
| 30D | -2.1% | +1.1% | -3.2% | -2.6% |
| 3M | +17.4% | +4.6% | +12.8% | +15.6% |
| 6M | -2.4% | -2.0% | -0.4% | -1.8% |
| YTD | -14.2% | +11.7% | -25.9% | -17.7% |
| 1Y | -18.3% | +15.7% | -34.1% | -22.6% |
| 3Y | +11.5% | +34.4% | -22.8% | +1.1% |
| All | +11.5% | +35.1% | -23.6% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling