+2,344.9%
ABT vs EWJ
+155.8%
+2,189.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -3.1% | +2.9% | -6.0% | -4.0% |
| 30D | -2.1% | +1.1% | -3.2% | -2.5% |
| 3M | +17.4% | +7.1% | +10.3% | +14.4% |
| 6M | -2.4% | +16.2% | -18.6% | -7.6% |
| YTD | -14.2% | +22.0% | -36.2% | -20.1% |
| 1Y | -18.3% | +26.2% | -44.5% | -24.9% |
| 3Y | +11.5% | +73.5% | -61.9% | -8.5% |
| 5Y | -9.9% | +52.7% | -62.6% | -23.2% |
| 10Y | +204.4% | +138.5% | +65.9% | +126.7% |
| All | +2,344.9% | +155.8% | +2,189.1% | +1,498.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling