+504.8%
ABT vs EMB
+132.1%
+372.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +2.5% | -0.3% | +2.8% | +2.6% |
| 3M | +20.2% | -0.4% | +20.6% | +20.4% |
| 6M | -2.9% | +0.1% | -3.0% | -3.0% |
| YTD | -11.9% | +1.6% | -13.5% | -12.6% |
| 1Y | -16.5% | +5.6% | -22.2% | -18.8% |
| 3Y | +12.1% | +29.8% | -17.7% | -1.6% |
| 5Y | -7.4% | +7.3% | -14.7% | -11.7% |
| 10Y | +210.7% | +30.4% | +180.3% | +175.7% |
| All | +504.8% | +132.1% | +372.6% | +397.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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