-11.8%
ABT vs EW
+25.3%
-37.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.7% |
| 7D | -5.4% | +6.5% | -11.9% | -7.6% |
| 30D | +8.0% | +22.5% | -14.5% | +0.2% |
| 3M | +0.2% | +13.0% | -12.8% | -4.5% |
| 6M | +34.1% | +37.1% | -3.0% | +20.6% |
| YTD | -10.6% | +24.1% | -34.7% | -17.4% |
| 1Y | -11.8% | +24.2% | -36.1% | -18.4% |
| All | -11.8% | +25.3% | -37.1% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling