+6,820.4%
ABT vs ES
+1,229.2%
+5,591.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +0.3% | -0.1% | +0.4% | +0.4% |
| 30D | +11.6% | +5.7% | +5.9% | +9.8% |
| 3M | +3.1% | -2.8% | +5.9% | +3.9% |
| 6M | +32.8% | +7.0% | +25.8% | +30.1% |
| YTD | -9.6% | +6.8% | -16.4% | -11.6% |
| 1Y | -10.4% | -0.5% | -9.9% | -10.7% |
| 3Y | +25.8% | +47.2% | -21.3% | +10.3% |
| 5Y | -3.4% | +2.3% | -5.7% | -6.4% |
| 10Y | +232.9% | +85.6% | +147.2% | +174.5% |
| All | +6,820.4% | +1,229.2% | +5,591.2% | +3,308.7% |
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