+5.9%
ABT vs ET
+96.2%
-90.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.3% |
| 7D | -5.9% | +0.2% | -6.1% | -5.9% |
| 30D | -8.1% | +2.9% | -10.9% | -8.3% |
| 3M | +14.5% | +16.8% | -2.3% | +13.5% |
| 6M | -6.3% | +18.9% | -25.2% | -7.2% |
| YTD | -17.1% | +37.7% | -54.8% | -18.6% |
| 1Y | -21.4% | +32.4% | -53.8% | -22.5% |
| 3Y | +5.9% | +99.5% | -93.6% | -2.8% |
| All | +5.9% | +96.2% | -90.2% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling