-18.4%
ABT vs SE
-42.8%
+24.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | 0.0% |
| 7D | -4.7% | -3.6% | -1.1% | -4.5% |
| 30D | -3.1% | -5.3% | +2.2% | -2.9% |
| 3M | +16.1% | +28.1% | -11.9% | +13.5% |
| 6M | -5.3% | +20.7% | -26.0% | -7.4% |
| YTD | -14.4% | -14.8% | +0.3% | -14.9% |
| 1Y | -18.4% | -43.6% | +25.2% | -14.0% |
| All | -18.4% | -42.8% | +24.4% | -14.0% |
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