-11.8%
ABT vs SE
-53.5%
+41.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.7% |
| 7D | -5.4% | -7.7% | +2.3% | -4.7% |
| 30D | +8.0% | -22.8% | +30.8% | +10.2% |
| 3M | +0.2% | -43.7% | +44.0% | +4.2% |
| 6M | +34.1% | -12.8% | +47.0% | +34.6% |
| YTD | -10.6% | -42.0% | +31.4% | -9.1% |
| 1Y | -11.8% | -48.0% | +36.2% | -8.7% |
| All | -11.8% | -53.5% | +41.7% | -8.7% |
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