-3.4%
ABT vs SE
-77.7%
+74.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.3% |
| 7D | +0.3% | +3.3% | -3.0% | 0.0% |
| 30D | +11.6% | -18.2% | +29.8% | +13.4% |
| 3M | +3.1% | -31.3% | +34.4% | +6.2% |
| 6M | +32.8% | -10.1% | +42.9% | +33.3% |
| YTD | -9.6% | -38.9% | +29.3% | -6.7% |
| 1Y | -10.4% | -48.0% | +37.6% | -6.3% |
| 3Y | +25.8% | +78.8% | -53.0% | +14.9% |
| 5Y | -3.4% | -77.1% | +73.7% | -1.9% |
| All | -3.4% | -77.7% | +74.2% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling