-4.5%
ABT vs EXPE
+38.0%
-42.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.2% |
| 7D | +1.0% | -11.2% | +12.2% | +2.3% |
| 30D | +11.6% | -7.5% | +19.0% | +12.5% |
| 3M | +2.3% | -19.1% | +21.4% | +4.5% |
| 6M | +32.7% | +10.7% | +22.0% | +31.0% |
| YTD | -9.6% | -9.9% | +0.3% | -9.4% |
| 1Y | -10.1% | -4.6% | -5.5% | -10.5% |
| 3Y | +25.2% | +116.8% | -91.6% | +10.1% |
| 5Y | -4.5% | +38.6% | -43.1% | -13.9% |
| All | -4.5% | +38.0% | -42.6% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling