-11.3%
ABT vs ETN
+185.4%
-196.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.3% | -1.7% |
| 7D | -5.9% | +3.5% | -9.4% | -6.1% |
| 30D | -8.1% | -7.5% | -0.6% | -7.6% |
| 3M | +14.5% | +8.3% | +6.2% | +13.2% |
| 6M | -6.3% | +20.2% | -26.5% | -9.1% |
| YTD | -17.1% | +34.7% | -51.8% | -21.0% |
| 1Y | -21.4% | +19.4% | -40.8% | -24.0% |
| 3Y | +5.9% | +85.5% | -79.6% | -13.1% |
| All | -11.3% | +185.4% | -196.6% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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