-11.6%
ABT vs EXE
+99.3%
-110.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -5.0% | -2.2% | -2.8% | -4.8% |
| 30D | -5.8% | -0.8% | -5.0% | -5.8% |
| 3M | +16.7% | +10.0% | +6.7% | +15.8% |
| 6M | -5.2% | -6.3% | +1.1% | -4.9% |
| YTD | -16.0% | -10.7% | -5.3% | -15.4% |
| 1Y | -18.3% | +2.7% | -20.9% | -18.7% |
| 3Y | +9.2% | +19.1% | -9.9% | +6.9% |
| 5Y | -11.6% | +105.4% | -117.0% | -12.4% |
| All | -11.6% | +99.3% | -110.9% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling