-4.5%
ABT vs EXC
+41.1%
-45.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +11.6% | +9.0% | +2.6% | +8.0% |
| 3M | +2.3% | +3.3% | -1.0% | +1.0% |
| 6M | +32.7% | +5.7% | +27.1% | +29.8% |
| YTD | -9.6% | +7.3% | -17.0% | -12.6% |
| 1Y | -10.1% | +2.9% | -13.0% | -11.5% |
| 3Y | +25.2% | +29.3% | -4.1% | +11.3% |
| 5Y | -4.5% | +40.1% | -44.6% | -19.6% |
| All | -4.5% | +41.1% | -45.7% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling