+197.1%
ABT vs EFX
+42.6%
+154.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.5% |
| 7D | -5.9% | -4.5% | -1.3% | -4.6% |
| 30D | -8.1% | -6.1% | -2.0% | -6.6% |
| 3M | +14.5% | +6.2% | +8.3% | +12.1% |
| 6M | -6.3% | -11.2% | +4.9% | -3.9% |
| YTD | -17.1% | -21.4% | +4.3% | -12.6% |
| 1Y | -21.4% | -34.3% | +12.9% | -12.9% |
| 3Y | +5.9% | -12.5% | +18.4% | +3.7% |
| 5Y | -12.8% | -35.6% | +22.8% | -8.5% |
| All | +197.1% | +42.6% | +154.6% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling