-11.6%
ABT vs EFV
+94.1%
-105.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -5.0% | -2.0% | -3.0% | -4.0% |
| 30D | -5.8% | -0.2% | -5.6% | -5.7% |
| 3M | +16.7% | +9.1% | +7.6% | +11.5% |
| 6M | -5.2% | +11.7% | -16.9% | -10.7% |
| YTD | -16.0% | +17.0% | -33.0% | -22.9% |
| 1Y | -18.3% | +26.7% | -45.0% | -28.2% |
| 3Y | +9.2% | +90.2% | -80.9% | -24.7% |
| 5Y | -11.6% | +96.1% | -107.7% | -42.0% |
| All | -11.6% | +94.1% | -105.6% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling