+197.1%
ABT vs EOG
+121.1%
+76.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -5.9% | +1.5% | -7.4% | -6.0% |
| 30D | -8.1% | +2.9% | -11.0% | -8.3% |
| 3M | +14.5% | +8.7% | +5.8% | +13.5% |
| 6M | -6.3% | +12.9% | -19.2% | -7.6% |
| YTD | -17.1% | +43.8% | -60.9% | -20.2% |
| 1Y | -21.4% | +27.1% | -48.4% | -23.4% |
| 3Y | +5.9% | +25.9% | -20.0% | +2.5% |
| 5Y | -12.8% | +177.9% | -190.7% | -23.6% |
| All | +197.1% | +121.1% | +76.0% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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