+6,642.4%
ABT vs EXC
+2,353.7%
+4,288.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.1% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +2.5% | -3.7% | +6.2% | +3.5% |
| 3M | +20.2% | -1.3% | +21.5% | +20.6% |
| 6M | -2.9% | -9.7% | +6.8% | -0.2% |
| YTD | -11.9% | +2.9% | -14.8% | -12.9% |
| 1Y | -16.5% | +4.4% | -20.9% | -17.9% |
| 3Y | +12.1% | +22.2% | -10.1% | +4.5% |
| 5Y | -7.4% | +46.7% | -54.1% | -18.4% |
| 10Y | +210.7% | +155.3% | +55.3% | +130.9% |
| All | +6,642.4% | +2,353.7% | +4,288.7% | +2,133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling