-14.7%
ABT vs ESI
+21.7%
-36.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -2.0% |
| 7D | -5.6% | +8.3% | -13.9% | -4.9% |
| 30D | +5.2% | -10.4% | +15.6% | +4.4% |
| 3M | -2.7% | -13.2% | +10.5% | -3.6% |
| 6M | +28.8% | -23.9% | +52.7% | +27.2% |
| YTD | -12.3% | +34.2% | -46.5% | -20.1% |
| 1Y | -14.7% | +22.2% | -36.9% | -21.3% |
| All | -14.7% | +21.7% | -36.3% | -21.3% |
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