-4.5%
ABT vs EW
-13.2%
+8.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +1.0% | +9.3% | -8.3% | -1.4% |
| 30D | +11.6% | +22.1% | -10.5% | +5.8% |
| 3M | +2.3% | +13.0% | -10.7% | -1.1% |
| 6M | +32.7% | +30.1% | +2.7% | +23.7% |
| YTD | -9.6% | +22.0% | -31.7% | -14.6% |
| 1Y | -10.1% | +23.7% | -33.8% | -15.3% |
| 3Y | +25.2% | +62.0% | -36.8% | +2.8% |
| 5Y | -4.5% | -12.4% | +7.9% | -2.3% |
| All | -4.5% | -13.2% | +8.6% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling