+1,062.6%
ABT vs EWT
+594.1%
+468.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | -3.7% | +4.0% | -7.6% | -4.5% |
| 30D | +2.5% | +10.3% | -7.8% | +0.1% |
| 3M | +20.2% | +6.1% | +14.1% | +17.6% |
| 6M | -2.9% | +56.6% | -59.6% | -13.9% |
| YTD | -11.9% | +76.6% | -88.5% | -24.3% |
| 1Y | -16.5% | +97.9% | -114.4% | -30.4% |
| 3Y | +12.1% | +198.0% | -185.9% | -16.8% |
| 5Y | -7.4% | +151.8% | -159.2% | -28.7% |
| 10Y | +210.7% | +514.1% | -303.4% | +92.8% |
| All | +1,062.6% | +594.1% | +468.5% | +503.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling