-5.9%
ABT vs FXI
-10.5%
+4.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.2% | +1.4% | +4.9% |
| 7D | +12.5% | +6.6% | +6.0% | +11.5% |
| 30D | +16.1% | +2.2% | +13.9% | +15.5% |
| 3M | +10.2% | -4.7% | +14.9% | +10.1% |
| 6M | +33.7% | -4.7% | +38.4% | +33.6% |
| YTD | -5.5% | -9.0% | +3.5% | -6.8% |
| 1Y | -5.9% | -10.5% | +4.6% | -6.6% |
| All | -5.9% | -10.5% | +4.6% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling