-4.5%
ABT vs ED
+81.8%
-86.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +1.0% | +2.1% | -1.1% | +0.1% |
| 30D | +11.6% | +12.4% | -0.8% | +6.4% |
| 3M | +2.3% | +13.1% | -10.8% | -2.8% |
| 6M | +32.7% | +14.1% | +18.7% | +25.7% |
| YTD | -9.6% | +23.1% | -32.7% | -17.3% |
| 1Y | -10.1% | +25.4% | -35.5% | -18.4% |
| 3Y | +25.2% | +47.9% | -22.6% | +4.6% |
| 5Y | -4.5% | +81.9% | -86.4% | -28.3% |
| All | -4.5% | +81.8% | -86.3% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling