+1,321.0%
ABT vs EW
+6,974.1%
-5,653.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -3.7% | -0.3% | -3.3% | -3.6% |
| 30D | +2.5% | +1.0% | +1.4% | +2.2% |
| 3M | +20.2% | +2.8% | +17.4% | +19.3% |
| 6M | -2.9% | +5.5% | -8.4% | -4.4% |
| YTD | -11.9% | +5.5% | -17.4% | -13.3% |
| 1Y | -16.5% | +11.0% | -27.6% | -19.0% |
| 3Y | +12.1% | +17.7% | -5.6% | +3.8% |
| 5Y | -7.4% | -25.7% | +18.3% | -5.2% |
| 10Y | +210.7% | +132.8% | +77.9% | +142.9% |
| All | +1,321.0% | +6,974.1% | -5,653.1% | +542.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling