+197.1%
ABT vs EWT
+523.5%
-326.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.9% |
| 7D | -5.9% | -1.1% | -4.8% | -5.6% |
| 30D | -8.1% | +4.5% | -12.5% | -9.3% |
| 3M | +14.5% | +8.3% | +6.3% | +10.8% |
| 6M | -6.3% | +54.2% | -60.5% | -20.9% |
| YTD | -17.1% | +74.6% | -91.7% | -33.4% |
| 1Y | -21.4% | +84.9% | -106.3% | -38.5% |
| 3Y | +5.9% | +197.5% | -191.6% | -35.4% |
| 5Y | -12.8% | +150.6% | -163.3% | -42.6% |
| All | +197.1% | +523.5% | -326.4% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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