+197.1%
ABT vs EFA
+146.6%
+50.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -2.0% |
| 7D | -5.9% | -1.5% | -4.4% | -4.9% |
| 30D | -8.1% | -1.7% | -6.4% | -7.1% |
| 3M | +14.5% | +3.5% | +11.0% | +11.6% |
| 6M | -6.3% | +9.5% | -15.8% | -12.4% |
| YTD | -17.1% | +12.9% | -30.0% | -24.3% |
| 1Y | -21.4% | +18.2% | -39.6% | -30.5% |
| 3Y | +5.9% | +64.8% | -58.9% | -27.6% |
| 5Y | -12.8% | +53.9% | -66.7% | -37.7% |
| All | +197.1% | +146.6% | +50.5% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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