-11.6%
ABT vs EFA
+51.0%
-62.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.4% |
| 7D | -5.0% | -2.4% | -2.6% | -3.8% |
| 30D | -5.8% | -2.2% | -3.5% | -4.7% |
| 3M | +16.7% | +5.7% | +11.1% | +13.1% |
| 6M | -5.2% | +8.2% | -13.4% | -9.6% |
| YTD | -16.0% | +11.8% | -27.7% | -21.4% |
| 1Y | -18.3% | +18.3% | -36.5% | -26.0% |
| 3Y | +9.2% | +64.9% | -55.7% | -20.6% |
| 5Y | -11.6% | +52.4% | -63.9% | -34.8% |
| All | -11.6% | +51.0% | -62.5% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling