-9.4%
ABT vs EW
-29.9%
+20.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -4.7% | -5.1% | +0.4% | -3.4% |
| 30D | -3.1% | -6.4% | +3.2% | -1.4% |
| 3M | +16.1% | -1.6% | +17.7% | +16.6% |
| 6M | -5.3% | +2.3% | -7.6% | -6.1% |
| YTD | -14.4% | +1.1% | -15.5% | -14.9% |
| 1Y | -18.4% | +8.0% | -26.4% | -20.3% |
| 3Y | +11.2% | +16.3% | -5.1% | +1.2% |
| 5Y | -9.4% | -29.4% | +20.0% | -1.8% |
| All | -9.4% | -29.9% | +20.5% | -1.8% |
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