+520.4%
ABT vs EMB
+127.1%
+393.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +1.0% | +0.5% | +0.5% | +0.7% |
| 30D | +11.6% | +0.9% | +10.7% | +11.1% |
| 3M | +2.3% | -2.1% | +4.4% | +3.4% |
| 6M | +32.7% | -2.2% | +35.0% | +34.2% |
| YTD | -9.6% | -0.6% | -9.0% | -9.3% |
| 1Y | -10.1% | +0.2% | -10.3% | -10.2% |
| 3Y | +25.2% | +29.5% | -4.3% | +10.1% |
| 5Y | -4.5% | +8.0% | -12.5% | -9.1% |
| 10Y | +228.3% | +35.3% | +192.9% | +189.5% |
| All | +520.4% | +127.1% | +393.3% | +415.9% |
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