+20.7%
ABT vs EFV
+91.8%
-71.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -1.3% | +2.5% | -3.8% | -2.2% |
| 30D | +6.0% | +2.9% | +3.1% | +5.0% |
| 3M | -1.9% | -1.4% | -0.4% | -1.4% |
| 6M | +31.2% | +5.5% | +25.6% | +28.4% |
| YTD | -11.2% | +16.1% | -27.3% | -16.4% |
| 1Y | -14.0% | +20.3% | -34.2% | -20.2% |
| 3Y | +20.7% | +90.4% | -69.8% | -2.5% |
| All | +20.7% | +91.8% | -71.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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