-11.6%
ABT vs EME
+540.8%
-552.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -5.0% | +0.9% | -5.9% | -5.0% |
| 30D | -5.8% | -8.4% | +2.6% | -5.5% |
| 3M | +16.7% | -3.6% | +20.3% | +16.7% |
| 6M | -5.2% | +3.6% | -8.8% | -6.0% |
| YTD | -16.0% | +22.5% | -38.5% | -17.8% |
| 1Y | -18.3% | +18.2% | -36.4% | -20.2% |
| 3Y | +9.2% | +238.4% | -229.1% | -13.2% |
| 5Y | -11.6% | +550.5% | -562.1% | -44.9% |
| All | -11.6% | +540.8% | -552.4% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling