+197.1%
ABT vs EWJ
+144.4%
+52.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.4% |
| 7D | -5.9% | +0.3% | -6.2% | -6.0% |
| 30D | -8.1% | +0.8% | -8.9% | -8.5% |
| 3M | +14.5% | +7.5% | +7.0% | +9.6% |
| 6M | -6.3% | +15.6% | -21.9% | -14.2% |
| YTD | -17.1% | +22.7% | -39.9% | -26.8% |
| 1Y | -21.4% | +26.4% | -47.8% | -31.9% |
| 3Y | +5.9% | +72.5% | -66.6% | -26.4% |
| 5Y | -12.8% | +52.4% | -65.2% | -34.5% |
| All | +197.1% | +144.4% | +52.7% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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