+209.7%
ABT vs EXPE
+153.6%
+56.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -4.7% | -11.5% | +6.8% | -3.4% |
| 30D | -3.1% | -13.1% | +9.9% | -1.6% |
| 3M | +16.1% | +18.1% | -2.0% | +13.8% |
| 6M | -5.3% | +13.3% | -18.6% | -7.0% |
| YTD | -14.4% | -3.2% | -11.2% | -14.9% |
| 1Y | -18.4% | +26.1% | -44.6% | -21.6% |
| 3Y | +11.2% | +151.7% | -140.5% | -4.0% |
| 5Y | -9.4% | +88.3% | -97.7% | -21.2% |
| 10Y | +209.7% | +158.0% | +51.7% | +142.3% |
| All | +209.7% | +153.6% | +56.2% | +142.3% |
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