+228.6%
ABT vs EXPE
+121.2%
+107.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.3% |
| 7D | -5.4% | -17.8% | +12.4% | -3.3% |
| 30D | +8.0% | -3.2% | +11.2% | +8.3% |
| 3M | +0.2% | -19.0% | +19.2% | +2.4% |
| 6M | +34.1% | +17.7% | +16.4% | +31.1% |
| YTD | -10.6% | -7.8% | -2.8% | -10.7% |
| 1Y | -11.8% | -1.4% | -10.4% | -12.7% |
| 3Y | +23.9% | +121.9% | -98.1% | +8.6% |
| 5Y | -5.1% | +44.3% | -49.4% | -14.7% |
| 10Y | +228.6% | +125.4% | +103.2% | +149.9% |
| All | +228.6% | +121.2% | +107.4% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling