-9.9%
ABT vs EXPE
+89.5%
-99.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.9% | +5.3% | -1.8% |
| 7D | -3.1% | -9.8% | +6.6% | -2.1% |
| 30D | -2.1% | -11.5% | +9.4% | -0.9% |
| 3M | +17.4% | +21.7% | -4.3% | +15.1% |
| 6M | -2.4% | +10.4% | -12.8% | -3.6% |
| YTD | -14.2% | -2.5% | -11.7% | -14.5% |
| 1Y | -18.3% | +27.3% | -45.7% | -21.1% |
| 3Y | +11.5% | +153.5% | -142.0% | -2.1% |
| 5Y | -9.9% | +91.1% | -101.0% | -19.2% |
| All | -9.9% | +89.5% | -99.4% | -19.2% |
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