+465.4%
BE vs ABT
-3.7%
+469.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +11.8% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -30.9% | +11.6% | -42.5% | -33.0% |
| 3M | -11.6% | +3.1% | -14.7% | -12.7% |
| 6M | -25.7% | +32.8% | -58.5% | -35.7% |
| YTD | +123.1% | -9.6% | +132.7% | +139.7% |
| 1Y | +43.4% | -10.4% | +53.8% | +54.2% |
| 3Y | +1,683.6% | +25.8% | +1,657.8% | +1,280.9% |
| 5Y | +465.4% | -3.4% | +468.9% | +461.8% |
| All | +465.4% | -3.7% | +469.1% | +461.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling