+761.0%
ABT vs EFA
+392.1%
+368.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.3% |
| 7D | -3.1% | +1.2% | -4.3% | -3.7% |
| 30D | -2.1% | -0.7% | -1.4% | -1.8% |
| 3M | +17.4% | +6.4% | +11.0% | +13.6% |
| 6M | -2.4% | +11.4% | -13.8% | -7.9% |
| YTD | -14.2% | +14.0% | -28.2% | -20.1% |
| 1Y | -18.3% | +20.2% | -38.5% | -25.9% |
| 3Y | +11.5% | +68.2% | -56.7% | -15.1% |
| 5Y | -9.9% | +54.8% | -64.7% | -28.8% |
| 10Y | +204.4% | +142.4% | +62.0% | +94.4% |
| All | +761.0% | +392.1% | +368.9% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling