+6,642.4%
ABT vs EXPD
+30,859.1%
-24,216.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -3.7% | -1.1% | -2.5% | -3.5% |
| 30D | +2.5% | +4.1% | -1.6% | +1.8% |
| 3M | +20.2% | +17.9% | +2.3% | +16.9% |
| 6M | -2.9% | +29.2% | -32.2% | -7.1% |
| YTD | -11.9% | +27.4% | -39.3% | -15.7% |
| 1Y | -16.5% | +56.8% | -73.4% | -22.9% |
| 3Y | +12.1% | +68.0% | -55.9% | +1.7% |
| 5Y | -7.4% | +61.9% | -69.3% | -16.1% |
| 10Y | +210.7% | +316.0% | -105.3% | +145.3% |
| All | +6,642.4% | +30,859.1% | -24,216.7% | +3,688.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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