+6,642.4%
ABT vs ED
+2,217.3%
+4,425.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | +2.5% | -0.1% | +2.6% | +2.5% |
| 3M | +20.2% | +3.9% | +16.3% | +18.2% |
| 6M | -2.9% | -3.0% | +0.1% | -1.9% |
| YTD | -11.9% | +10.7% | -22.6% | -15.8% |
| 1Y | -16.5% | +13.3% | -29.9% | -21.0% |
| 3Y | +12.1% | +34.5% | -22.4% | -2.1% |
| 5Y | -7.4% | +67.1% | -74.5% | -26.6% |
| 10Y | +210.7% | +103.0% | +107.6% | +122.6% |
| All | +6,642.4% | +2,217.3% | +4,425.1% | +1,494.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling