+9.3%
ABT vs EWT
+200.7%
-191.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.7% | +2.1% | -6.9% | -4.7% |
| 30D | -3.1% | +9.4% | -12.5% | -2.8% |
| 3M | +16.1% | +10.9% | +5.3% | +16.5% |
| 6M | -5.3% | +57.9% | -63.3% | -6.7% |
| YTD | -14.4% | +75.9% | -90.4% | -16.0% |
| 1Y | -18.4% | +89.7% | -108.1% | -20.3% |
| All | +9.3% | +200.7% | -191.3% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling