+6,695.8%
ABT vs ETR
+4,604.0%
+2,091.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | +1.2% | -2.4% | -1.6% |
| 30D | +6.0% | +7.0% | -1.0% | +3.9% |
| 3M | -1.9% | +4.6% | -6.5% | -3.3% |
| 6M | +31.2% | +0.1% | +31.0% | +30.7% |
| YTD | -11.2% | +23.2% | -34.4% | -17.1% |
| 1Y | -14.0% | +20.6% | -34.5% | -19.2% |
| 3Y | +20.7% | +156.3% | -135.6% | -11.3% |
| 5Y | -6.7% | +159.6% | -166.3% | -32.1% |
| 10Y | +226.3% | +377.1% | -150.8% | +95.1% |
| All | +6,695.8% | +4,604.0% | +2,091.8% | +1,915.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling