+6,642.4%
ABT vs ETR
+4,412.2%
+2,230.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.7% | +1.4% | -5.1% | -4.1% |
| 30D | +2.5% | +1.0% | +1.5% | +2.1% |
| 3M | +20.2% | -1.3% | +21.4% | +20.4% |
| 6M | -2.9% | +1.9% | -4.8% | -3.9% |
| YTD | -11.9% | +18.2% | -30.1% | -16.7% |
| 1Y | -16.5% | +24.7% | -41.2% | -22.4% |
| 3Y | +12.1% | +150.7% | -138.6% | -17.1% |
| 5Y | -7.4% | +127.0% | -134.4% | -30.0% |
| 10Y | +210.7% | +295.5% | -84.8% | +95.8% |
| All | +6,642.4% | +4,412.2% | +2,230.2% | +1,926.1% |
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