+1,251.0%
BE vs ABT
-9.5%
+1,260.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.6% | +12.2% | +10.3% |
| 7D | +29.8% | -3.1% | +32.9% | +30.7% |
| 30D | +26.4% | -2.1% | +28.5% | +26.8% |
| 3M | +9.3% | +17.4% | -8.1% | +0.5% |
| 6M | +105.1% | -2.4% | +107.5% | +108.3% |
| YTD | +219.0% | -14.2% | +233.3% | +247.1% |
| 1Y | +418.8% | -18.3% | +437.1% | +478.2% |
| 3Y | +1,784.6% | +11.5% | +1,773.1% | +1,490.6% |
| 5Y | +1,251.0% | -9.9% | +1,260.9% | +1,222.4% |
| All | +1,251.0% | -9.5% | +1,260.5% | +1,222.4% |
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