-5.9%
ABT vs ETR
+18.4%
-24.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.8% | +5.2% |
| 7D | +12.5% | +3.7% | +8.8% | +12.0% |
| 30D | +16.1% | +11.0% | +5.1% | +14.7% |
| 3M | +10.2% | +3.4% | +6.8% | +9.8% |
| 6M | +33.7% | -3.3% | +37.0% | +35.1% |
| YTD | -5.5% | +23.3% | -28.8% | -11.8% |
| 1Y | -5.9% | +19.2% | -25.1% | -11.3% |
| All | -5.9% | +18.4% | -24.3% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling