+6,467.5%
ABT vs EFX
+6,208.7%
+258.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.9% |
| 7D | -3.1% | -7.8% | +4.7% | -1.4% |
| 30D | -2.1% | -5.7% | +3.6% | -0.9% |
| 3M | +17.4% | +2.5% | +14.9% | +16.4% |
| 6M | -2.4% | -16.7% | +14.3% | +1.1% |
| YTD | -14.2% | -20.2% | +6.0% | -10.8% |
| 1Y | -18.3% | -31.4% | +13.0% | -12.2% |
| 3Y | +11.5% | -10.5% | +22.0% | +10.2% |
| 5Y | -9.9% | -35.2% | +25.3% | -5.7% |
| 10Y | +204.4% | +40.2% | +164.2% | +159.9% |
| All | +6,467.5% | +6,208.7% | +258.9% | +2,591.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling