+749.3%
EEM vs ABT
+1,023.2%
-273.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.6% |
| 7D | +5.3% | -5.6% | +10.9% | +8.0% |
| 30D | -7.0% | +5.2% | -12.2% | -9.4% |
| 3M | -8.0% | -2.7% | -5.3% | -7.4% |
| 6M | -6.6% | +28.8% | -35.5% | -18.8% |
| YTD | +12.3% | -12.3% | +24.6% | +16.7% |
| 1Y | +12.2% | -14.7% | +26.8% | +18.0% |
| 3Y | +71.2% | +21.6% | +49.7% | +45.7% |
| 5Y | +32.2% | -7.8% | +40.0% | +27.3% |
| 10Y | +120.3% | +222.5% | -102.1% | -6.6% |
| All | +749.3% | +1,023.2% | -273.9% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling