+6,467.5%
ABT vs EOG
+7,424.5%
-956.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -3.1% | -2.0% | -1.1% | -2.9% |
| 30D | -2.1% | +7.9% | -10.0% | -3.0% |
| 3M | +17.4% | +4.5% | +12.9% | +16.7% |
| 6M | -2.4% | +12.3% | -14.7% | -4.0% |
| YTD | -14.2% | +41.9% | -56.1% | -17.9% |
| 1Y | -18.3% | +27.8% | -46.2% | -21.0% |
| 3Y | +11.5% | +21.8% | -10.3% | +7.7% |
| 5Y | -9.9% | +174.0% | -183.9% | -22.2% |
| 10Y | +204.4% | +110.4% | +94.0% | +156.4% |
| All | +6,467.5% | +7,424.5% | -956.9% | +3,444.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling