+303.5%
EWY vs ABT
+201.3%
+102.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.7% |
| 7D | -0.1% | -5.9% | +5.8% | +1.9% |
| 30D | +7.3% | -8.1% | +15.4% | +10.1% |
| 3M | -5.1% | +14.5% | -19.7% | -10.8% |
| 6M | +42.1% | -6.3% | +48.3% | +44.0% |
| YTD | +94.1% | -17.1% | +111.2% | +105.9% |
| 1Y | +147.8% | -21.4% | +169.2% | +167.6% |
| 3Y | +222.9% | +5.9% | +217.0% | +200.4% |
| 5Y | +150.6% | -12.8% | +163.4% | +151.3% |
| All | +303.5% | +201.3% | +102.2% | +135.2% |
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