+726.6%
ABT vs ET
+1,447.8%
-721.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.7% | +0.6% | -5.4% | -4.8% |
| 30D | -3.1% | +5.3% | -8.4% | -3.7% |
| 3M | +16.1% | +15.6% | +0.5% | +14.2% |
| 6M | -5.3% | +20.6% | -25.9% | -7.4% |
| YTD | -14.4% | +38.5% | -53.0% | -17.7% |
| 1Y | -18.4% | +35.7% | -54.1% | -21.3% |
| 3Y | +11.2% | +98.4% | -87.2% | +2.0% |
| 5Y | -9.4% | +245.3% | -254.7% | -22.5% |
| 10Y | +209.7% | +173.7% | +36.0% | +161.5% |
| All | +726.6% | +1,447.8% | -721.2% | +334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling