+128.9%
ABT vs SE
+355.3%
-226.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.7% |
| 7D | -5.4% | -7.7% | +2.3% | -4.6% |
| 30D | +8.0% | -22.8% | +30.8% | +11.0% |
| 3M | +0.2% | -43.7% | +44.0% | +6.5% |
| 6M | +34.1% | -12.8% | +47.0% | +35.2% |
| YTD | -10.6% | -42.0% | +31.4% | -6.2% |
| 1Y | -11.8% | -48.0% | +36.2% | -6.5% |
| 3Y | +23.9% | +62.7% | -38.8% | +11.5% |
| 5Y | -5.1% | -77.8% | +72.7% | +3.4% |
| All | +128.9% | +355.3% | -226.4% | +46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling