-9.9%
ABT vs ESI
+77.4%
-87.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.7% |
| 7D | -3.1% | +5.4% | -8.5% | -3.7% |
| 30D | -2.1% | -4.2% | +2.1% | -1.8% |
| 3M | +17.4% | -9.6% | +27.0% | +17.8% |
| 6M | -2.4% | +18.3% | -20.7% | -7.3% |
| YTD | -14.2% | +45.8% | -60.0% | -21.8% |
| 1Y | -18.3% | +39.2% | -57.5% | -25.2% |
| 3Y | +11.5% | +86.3% | -74.8% | -8.0% |
| 5Y | -9.9% | +76.2% | -86.1% | -25.5% |
| All | -9.9% | +77.4% | -87.3% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling