-7.4%
ABT vs EWT
+118.2%
-125.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | +9.1% | -10.4% | -2.1% |
| 30D | +6.0% | -12.2% | +18.3% | +7.2% |
| 3M | -1.9% | -9.4% | +7.5% | -1.2% |
| 6M | +31.2% | +2.7% | +28.5% | +29.0% |
| YTD | -11.2% | +53.3% | -64.5% | -20.0% |
| 1Y | -14.0% | +59.2% | -73.1% | -23.1% |
| 3Y | +20.7% | +157.1% | -136.4% | -11.0% |
| All | -7.4% | +118.2% | -125.6% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling