+6,817.3%
ABT vs EXC
+2,460.0%
+4,357.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +11.6% | +9.0% | +2.6% | +8.8% |
| 3M | +2.3% | +3.3% | -1.0% | +1.3% |
| 6M | +32.7% | +5.7% | +27.1% | +30.4% |
| YTD | -9.6% | +7.3% | -17.0% | -11.8% |
| 1Y | -10.1% | +2.9% | -13.0% | -11.2% |
| 3Y | +25.2% | +29.3% | -4.1% | +14.9% |
| 5Y | -4.5% | +40.1% | -44.6% | -14.8% |
| 10Y | +228.3% | +197.7% | +30.6% | +134.6% |
| All | +6,817.3% | +2,460.0% | +4,357.3% | +2,162.1% |
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