-11.3%
ABT vs EWZ
+59.6%
-70.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -5.9% | +0.9% | -6.8% | -6.0% |
| 30D | -8.1% | +12.8% | -20.9% | -9.1% |
| 3M | +14.5% | +10.8% | +3.8% | +13.3% |
| 6M | -6.3% | +2.5% | -8.8% | -6.6% |
| YTD | -17.1% | +21.4% | -38.5% | -19.0% |
| 1Y | -21.4% | +32.8% | -54.2% | -23.9% |
| 3Y | +5.9% | +45.2% | -39.3% | +1.0% |
| All | -11.3% | +59.6% | -70.9% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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