-14.0%
ABT vs EXE
-23.9%
+10.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | -1.3% | +5.3% | -6.6% | -1.2% |
| 30D | +6.0% | -2.2% | +8.2% | +6.0% |
| 3M | -1.9% | -5.9% | +4.0% | -1.8% |
| 6M | +31.2% | -5.7% | +36.9% | +31.2% |
| YTD | -11.2% | -17.8% | +6.6% | -10.7% |
| 1Y | -14.0% | -23.1% | +9.2% | -12.8% |
| All | -14.0% | -23.9% | +10.0% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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