+228.6%
ABT vs EW
+242.2%
-13.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.7% |
| 7D | -5.4% | +6.5% | -11.9% | -7.5% |
| 30D | +8.0% | +22.5% | -14.5% | +0.4% |
| 3M | +0.2% | +13.0% | -12.8% | -4.2% |
| 6M | +34.1% | +37.1% | -3.0% | +19.6% |
| YTD | -10.6% | +24.1% | -34.7% | -17.8% |
| 1Y | -11.8% | +24.2% | -36.1% | -19.0% |
| 3Y | +23.9% | +64.8% | -40.9% | -4.2% |
| 5Y | -5.1% | -7.4% | +2.3% | -8.6% |
| 10Y | +228.6% | +248.8% | -20.2% | +87.6% |
| All | +228.6% | +242.2% | -13.6% | +87.6% |
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