+2,422.6%
ABT vs EL
+1,685.7%
+736.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.0% |
| 7D | -3.7% | +0.8% | -4.5% | -3.8% |
| 30D | +2.5% | +19.8% | -17.4% | -1.4% |
| 3M | +20.2% | +25.7% | -5.5% | +14.3% |
| 6M | -2.9% | +5.4% | -8.4% | -5.1% |
| YTD | -11.9% | +0.2% | -12.1% | -13.7% |
| 1Y | -16.5% | +20.4% | -37.0% | -21.7% |
| 3Y | +12.1% | -32.1% | +44.3% | +13.3% |
| 5Y | -7.4% | -67.2% | +59.8% | +8.3% |
| 10Y | +210.7% | +31.7% | +178.9% | +163.4% |
| All | +2,422.6% | +1,685.7% | +736.9% | +1,142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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