-5.9%
ABT vs ESI
+27.8%
-33.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.6% | +10.2% | +5.2% |
| 7D | +12.5% | -6.6% | +19.1% | +11.9% |
| 30D | +16.1% | -10.9% | +27.0% | +15.2% |
| 3M | +10.2% | -13.8% | +24.0% | +9.2% |
| 6M | +33.7% | -21.5% | +55.3% | +31.6% |
| YTD | -5.5% | +34.7% | -40.2% | -13.9% |
| 1Y | -5.9% | +24.9% | -30.8% | -13.5% |
| All | -5.9% | +27.8% | -33.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling