+125.5%
ABT vs SE
+589.8%
-464.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -3.7% | -6.1% | +2.4% | -3.0% |
| 30D | +2.5% | -2.5% | +4.9% | +2.6% |
| 3M | +20.2% | +21.7% | -1.5% | +17.1% |
| 6M | -2.9% | +27.0% | -29.9% | -6.1% |
| YTD | -11.9% | -12.1% | +0.2% | -11.6% |
| 1Y | -16.5% | -40.9% | +24.4% | -12.7% |
| 3Y | +12.1% | +191.0% | -178.9% | -5.8% |
| 5Y | -7.4% | -68.3% | +60.9% | -2.8% |
| All | +125.5% | +589.8% | -464.3% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling