+197.1%
ABT vs EW
+120.5%
+76.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.4% |
| 7D | -5.9% | -6.2% | +0.3% | -3.8% |
| 30D | -8.1% | -9.3% | +1.2% | -4.9% |
| 3M | +14.5% | -1.6% | +16.2% | +15.1% |
| 6M | -6.3% | -0.8% | -5.4% | -6.3% |
| YTD | -17.1% | -1.0% | -16.1% | -17.2% |
| 1Y | -21.4% | +8.2% | -29.5% | -24.0% |
| 3Y | +5.9% | +12.7% | -6.8% | -4.9% |
| 5Y | -12.8% | -30.2% | +17.4% | -6.9% |
| All | +197.1% | +120.5% | +76.7% | +106.1% |
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