+234.1%
ABT vs EW
+254.3%
-20.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.7% |
| 7D | -1.3% | +4.9% | -6.2% | -3.0% |
| 30D | +6.0% | +23.9% | -17.9% | -1.8% |
| 3M | -1.9% | +15.8% | -17.6% | -7.0% |
| 6M | +31.2% | +31.7% | -0.5% | +18.7% |
| YTD | -11.2% | +25.7% | -36.9% | -18.7% |
| 1Y | -14.0% | +24.4% | -38.4% | -21.0% |
| 3Y | +20.7% | +65.9% | -45.2% | -6.9% |
| 5Y | -6.7% | -7.6% | +1.0% | -9.8% |
| All | +234.1% | +254.3% | -20.2% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling