+11.5%
ABT vs SE
+194.4%
-182.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.6% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | -2.1% | -0.1% | -2.0% | -2.2% |
| 3M | +17.4% | +34.1% | -16.7% | +16.0% |
| 6M | -2.4% | +23.2% | -25.6% | -3.5% |
| YTD | -14.2% | -11.2% | -3.1% | -14.5% |
| 1Y | -18.3% | -40.5% | +22.2% | -17.9% |
| 3Y | +11.5% | +196.3% | -184.8% | +9.3% |
| All | +11.5% | +194.4% | -182.9% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling