+1,064.0%
ABT vs SRE
+1,425.7%
-361.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -5.4% | -5.6% | +0.3% | -3.7% |
| 30D | +8.0% | -4.5% | +12.5% | +9.4% |
| 3M | +0.2% | -7.7% | +7.9% | +2.4% |
| 6M | +34.1% | -14.4% | +48.6% | +40.1% |
| YTD | -10.6% | -9.4% | -1.2% | -8.5% |
| 1Y | -11.8% | -13.8% | +2.0% | -8.4% |
| 3Y | +23.9% | +22.2% | +1.7% | +12.9% |
| 5Y | -5.1% | +50.5% | -55.6% | -19.5% |
| 10Y | +228.6% | +124.1% | +104.5% | +138.1% |
| All | +1,064.0% | +1,425.7% | -361.7% | +377.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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