-18.4%
ABT vs EXC
+5.3%
-23.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -4.7% | +0.3% | -5.1% | -4.8% |
| 30D | -3.1% | -0.9% | -2.3% | -3.0% |
| 3M | +16.1% | -2.7% | +18.8% | +17.1% |
| 6M | -5.3% | -9.4% | +4.0% | -3.2% |
| YTD | -14.4% | +3.0% | -17.5% | -15.1% |
| 1Y | -18.4% | +5.1% | -23.5% | -16.5% |
| All | -18.4% | +5.3% | -23.7% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling