+3,136.6%
ABT vs EME
+62,686.4%
-59,549.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.0% |
| 7D | -3.1% | +5.2% | -8.3% | -3.8% |
| 30D | -2.1% | -5.4% | +3.2% | -1.5% |
| 3M | +17.4% | -6.1% | +23.5% | +17.6% |
| 6M | -2.4% | +9.7% | -12.0% | -4.8% |
| YTD | -14.2% | +26.6% | -40.8% | -18.3% |
| 1Y | -18.3% | +24.6% | -43.0% | -22.5% |
| 3Y | +11.5% | +249.6% | -238.1% | -12.5% |
| 5Y | -9.9% | +556.6% | -566.4% | -36.8% |
| 10Y | +204.4% | +1,286.6% | -1,082.2% | +84.6% |
| All | +3,136.6% | +62,686.4% | -59,549.8% | +1,280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling