+6,449.5%
ABT vs ETN
+20,265.8%
-13,816.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.1% |
| 7D | -4.7% | +6.2% | -11.0% | -6.1% |
| 30D | -3.1% | -6.7% | +3.6% | -1.8% |
| 3M | +16.1% | +3.6% | +12.5% | +13.9% |
| 6M | -5.3% | +18.3% | -23.6% | -10.7% |
| YTD | -14.4% | +31.5% | -45.9% | -21.5% |
| 1Y | -18.4% | +20.6% | -39.0% | -24.0% |
| 3Y | +11.2% | +82.5% | -71.3% | -10.1% |
| 5Y | -9.4% | +177.8% | -187.2% | -35.1% |
| 10Y | +209.7% | +705.0% | -495.3% | +66.6% |
| All | +6,449.5% | +20,265.8% | -13,816.3% | +1,483.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling