+25.2%
ABT vs EXPE
+126.3%
-101.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.1% |
| 7D | +1.0% | -11.2% | +12.2% | +2.0% |
| 30D | +11.6% | -7.5% | +19.0% | +12.3% |
| 3M | +2.3% | -19.1% | +21.4% | +4.0% |
| 6M | +32.7% | +10.7% | +22.0% | +32.0% |
| YTD | -9.6% | -9.9% | +0.3% | -9.1% |
| 1Y | -10.1% | -4.6% | -5.5% | -10.1% |
| 3Y | +25.2% | +116.8% | -91.6% | +21.3% |
| All | +25.2% | +126.3% | -101.1% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling