+230.2%
ABT vs EW
+249.9%
-19.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.6% | +4.9% | -10.5% | -7.2% |
| 30D | +5.2% | +24.1% | -18.9% | -2.7% |
| 3M | -2.7% | +13.7% | -16.4% | -7.2% |
| 6M | +28.8% | +32.7% | -3.9% | +16.2% |
| YTD | -12.3% | +24.1% | -36.4% | -19.3% |
| 1Y | -14.7% | +23.6% | -38.3% | -21.5% |
| 3Y | +21.6% | +64.8% | -43.2% | -6.0% |
| 5Y | -7.8% | -8.8% | +1.0% | -10.5% |
| All | +230.2% | +249.9% | -19.7% | +86.0% |
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