+668.0%
BE vs ABT
+96.7%
+571.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.4% |
| 7D | +10.8% | -1.3% | +12.1% | +11.4% |
| 30D | -19.8% | +6.0% | -25.8% | -22.5% |
| 3M | -18.7% | -1.9% | -16.9% | -19.0% |
| 6M | -33.7% | +31.2% | -64.9% | -45.4% |
| YTD | +121.0% | -11.2% | +132.2% | +129.3% |
| 1Y | +85.4% | -14.0% | +99.4% | +95.7% |
| 3Y | +1,709.5% | +20.7% | +1,688.9% | +1,350.7% |
| 5Y | +462.2% | -6.7% | +468.9% | +437.1% |
| All | +668.0% | +96.7% | +571.2% | +318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling