+62.4%
EWY vs ABT
-4.8%
+67.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.6% | -7.5% | -0.1% |
| 7D | -8.3% | +12.5% | -20.9% | -4.6% |
| 30D | -20.5% | +16.1% | -36.7% | -16.5% |
| 3M | -11.1% | +10.2% | -21.3% | -7.8% |
| 6M | -7.0% | +33.7% | -40.7% | -0.1% |
| YTD | +56.5% | -5.5% | +62.0% | +80.5% |
| 1Y | +62.4% | -5.9% | +68.3% | +87.8% |
| All | +62.4% | -4.8% | +67.2% | +87.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling