-16.5%
ABT vs SE
-38.5%
+22.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -3.7% | -6.1% | +2.4% | -3.3% |
| 30D | +2.5% | -2.5% | +4.9% | +2.5% |
| 3M | +20.2% | +21.7% | -1.5% | +18.0% |
| 6M | -2.9% | +27.0% | -29.9% | -5.4% |
| YTD | -11.9% | -12.1% | +0.2% | -12.6% |
| 1Y | -16.5% | -40.9% | +24.4% | -12.4% |
| All | -16.5% | -38.5% | +22.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling