+32.2%
EEM vs ABT
-7.4%
+39.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | +5.3% | -5.6% | +10.9% | +6.1% |
| 30D | -7.0% | +5.2% | -12.2% | -7.7% |
| 3M | -8.0% | -2.7% | -5.3% | -7.7% |
| 6M | -6.6% | +28.8% | -35.5% | -11.0% |
| YTD | +12.3% | -12.3% | +24.6% | +15.9% |
| 1Y | +12.2% | -14.7% | +26.8% | +16.4% |
| 3Y | +71.2% | +21.6% | +49.7% | +58.3% |
| 5Y | +32.2% | -7.8% | +40.0% | +32.3% |
| All | +32.2% | -7.4% | +39.6% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling