+206.7%
ABT vs EMR
+279.3%
-72.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -4.7% | +0.9% | -5.7% | -5.0% |
| 30D | -3.1% | -5.0% | +1.8% | -1.8% |
| 3M | +16.1% | +5.9% | +10.2% | +13.8% |
| 6M | -5.3% | +7.3% | -12.7% | -8.0% |
| YTD | -14.4% | +14.6% | -29.0% | -18.8% |
| 1Y | -18.4% | +15.6% | -34.0% | -23.0% |
| 3Y | +11.2% | +60.2% | -49.0% | -8.5% |
| 5Y | -9.4% | +65.8% | -75.2% | -27.4% |
| All | +206.7% | +279.3% | -72.6% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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