-14.0%
ABT vs ETR
+19.3%
-33.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | +1.2% | -2.4% | -1.5% |
| 30D | +6.0% | +7.0% | -1.0% | +5.2% |
| 3M | -1.9% | +4.6% | -6.5% | -2.4% |
| 6M | +31.2% | +0.1% | +31.0% | +31.4% |
| YTD | -11.2% | +23.2% | -34.4% | -17.6% |
| 1Y | -14.0% | +20.6% | -34.5% | -19.6% |
| All | -14.0% | +19.3% | -33.3% | -19.6% |
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