+737.9%
BE vs ABT
+98.1%
+639.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.1% | +14.0% | +13.4% |
| 7D | +4.5% | -5.4% | +9.9% | +7.1% |
| 30D | -20.1% | +8.0% | -28.1% | -23.4% |
| 3M | -0.8% | +0.2% | -1.0% | -2.1% |
| 6M | -26.2% | +34.1% | -60.4% | -39.9% |
| YTD | +141.1% | -10.6% | +151.7% | +149.4% |
| 1Y | +64.8% | -11.8% | +76.7% | +71.4% |
| 3Y | +1,887.4% | +23.9% | +1,863.5% | +1,466.5% |
| 5Y | +518.1% | -5.1% | +523.2% | +485.2% |
| All | +737.9% | +98.1% | +639.8% | +355.2% |
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