+11.5%
ABT vs EW
+14.1%
-2.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -2.0% |
| 7D | -3.1% | -4.4% | +1.3% | -2.4% |
| 30D | -2.1% | -3.3% | +1.2% | -1.6% |
| 3M | +17.4% | +1.0% | +16.4% | +17.3% |
| 6M | -2.4% | +6.2% | -8.6% | -3.3% |
| YTD | -14.2% | +1.7% | -15.9% | -14.6% |
| 1Y | -18.3% | +8.1% | -26.5% | -19.3% |
| 3Y | +11.5% | +17.1% | -5.6% | +7.5% |
| All | +11.5% | +14.1% | -2.6% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling