-7.8%
ABT vs EXE
+74.7%
-82.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -5.6% | +3.6% | -9.1% | -5.9% |
| 30D | +5.2% | -4.3% | +9.5% | +5.5% |
| 3M | -2.7% | -7.7% | +5.0% | -2.1% |
| 6M | +28.8% | -7.2% | +36.1% | +29.5% |
| YTD | -12.3% | -18.5% | +6.2% | -11.0% |
| 1Y | -14.7% | -24.4% | +9.7% | -12.8% |
| 3Y | +21.6% | +21.6% | 0.0% | +17.6% |
| 5Y | -7.8% | +77.3% | -85.1% | -11.4% |
| All | -7.8% | +74.7% | -82.5% | -11.4% |
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