+6,784.1%
ABT vs ES
+1,235.9%
+5,548.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.4% |
| 7D | +3.5% | +1.9% | +1.6% | +3.0% |
| 30D | +12.0% | +7.1% | +5.0% | +9.8% |
| 3M | +2.5% | -1.9% | +4.4% | +2.9% |
| 6M | +29.1% | +4.4% | +24.7% | +27.3% |
| YTD | -10.1% | +7.3% | -17.4% | -12.2% |
| 1Y | -9.8% | +2.1% | -12.0% | -10.9% |
| 3Y | +23.3% | +41.8% | -18.6% | +9.2% |
| 5Y | -2.4% | +1.4% | -3.8% | -5.2% |
| 10Y | +239.4% | +86.8% | +152.7% | +179.4% |
| All | +6,784.1% | +1,235.9% | +5,548.2% | +3,285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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