-11.6%
ABT vs EFX
-37.1%
+25.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -5.0% | -11.1% | +6.1% | -2.3% |
| 30D | -5.8% | -7.4% | +1.6% | -4.2% |
| 3M | +16.7% | +1.5% | +15.3% | +16.0% |
| 6M | -5.2% | -13.7% | +8.4% | -2.6% |
| YTD | -16.0% | -21.9% | +5.9% | -12.0% |
| 1Y | -18.3% | -30.8% | +12.5% | -12.0% |
| 3Y | +9.2% | -12.4% | +21.6% | +6.5% |
| 5Y | -11.6% | -35.9% | +24.4% | -11.2% |
| All | -11.6% | -37.1% | +25.5% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling