-11.6%
ABT vs EWJ
+47.6%
-59.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -5.0% | -1.5% | -3.5% | -4.6% |
| 30D | -5.8% | +0.2% | -6.0% | -5.9% |
| 3M | +16.7% | +8.6% | +8.1% | +13.1% |
| 6M | -5.2% | +12.1% | -17.4% | -9.6% |
| YTD | -16.0% | +20.1% | -36.1% | -22.0% |
| 1Y | -18.3% | +25.2% | -43.4% | -25.4% |
| 3Y | +9.2% | +70.8% | -61.5% | -15.5% |
| 5Y | -11.6% | +49.2% | -60.7% | -31.3% |
| All | -11.6% | +47.6% | -59.1% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling