-11.3%
ABT vs EWT
+149.5%
-160.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.6% |
| 7D | -5.9% | -1.1% | -4.8% | -5.8% |
| 30D | -8.1% | +4.5% | -12.5% | -8.6% |
| 3M | +14.5% | +8.3% | +6.3% | +13.1% |
| 6M | -6.3% | +54.2% | -60.5% | -14.2% |
| YTD | -17.1% | +74.6% | -91.7% | -26.2% |
| 1Y | -21.4% | +84.9% | -106.3% | -31.0% |
| 3Y | +5.9% | +197.5% | -191.6% | -23.3% |
| All | -11.3% | +149.5% | -160.7% | -31.9% |
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