+197.1%
ABT vs EME
+1,362.1%
-1,165.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.0% |
| 7D | -5.9% | +3.5% | -9.4% | -6.4% |
| 30D | -8.1% | -6.3% | -1.8% | -7.4% |
| 3M | +14.5% | -3.8% | +18.3% | +14.4% |
| 6M | -6.3% | +8.5% | -14.8% | -8.6% |
| YTD | -17.1% | +27.8% | -44.9% | -21.5% |
| 1Y | -21.4% | +22.2% | -43.6% | -25.6% |
| 3Y | +5.9% | +253.5% | -247.5% | -23.6% |
| 5Y | -12.8% | +578.6% | -591.4% | -47.9% |
| All | +197.1% | +1,362.1% | -1,165.0% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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