+209.7%
ABT vs EXC
+152.4%
+57.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -4.7% | +0.3% | -5.1% | -4.9% |
| 30D | -3.1% | -0.9% | -2.3% | -2.9% |
| 3M | +16.1% | -2.7% | +18.8% | +17.3% |
| 6M | -5.3% | -9.4% | +4.0% | -1.8% |
| YTD | -14.4% | +3.0% | -17.5% | -16.0% |
| 1Y | -18.4% | +5.1% | -23.5% | -20.6% |
| 3Y | +11.2% | +20.6% | -9.4% | +1.0% |
| 5Y | -9.4% | +45.7% | -55.1% | -24.8% |
| 10Y | +209.7% | +160.8% | +48.9% | +108.7% |
| All | +209.7% | +152.4% | +57.4% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling