+667.6%
ABT vs EFV
+256.4%
+411.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -3.1% | +1.0% | -4.1% | -3.6% |
| 30D | -2.1% | +0.2% | -2.3% | -2.2% |
| 3M | +17.4% | +9.6% | +7.8% | +12.5% |
| 6M | -2.4% | +14.0% | -16.4% | -8.3% |
| YTD | -14.2% | +18.5% | -32.7% | -20.9% |
| 1Y | -18.3% | +27.9% | -46.2% | -27.3% |
| 3Y | +11.5% | +92.4% | -80.9% | -18.1% |
| 5Y | -9.9% | +97.2% | -107.1% | -34.8% |
| 10Y | +204.4% | +163.0% | +41.4% | +92.1% |
| All | +667.6% | +256.4% | +411.2% | +306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling