+125.7%
EEM vs ABT
+205.4%
-79.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | -0.7% | -5.0% | +4.3% | +0.8% |
| 30D | +2.4% | -5.8% | +8.2% | +4.1% |
| 3M | +4.2% | +16.7% | -12.6% | -1.5% |
| 6M | +14.8% | -5.2% | +20.0% | +16.0% |
| YTD | +23.1% | -16.0% | +39.1% | +29.2% |
| 1Y | +32.5% | -18.3% | +50.8% | +40.1% |
| 3Y | +85.9% | +9.2% | +76.7% | +72.8% |
| 5Y | +43.6% | -11.6% | +55.1% | +43.3% |
| All | +125.7% | +205.4% | -79.7% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling