+142.7%
EWY vs ABT
-11.0%
+153.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.9% |
| 7D | +1.2% | -5.0% | +6.2% | +2.0% |
| 30D | +9.3% | -5.8% | +15.1% | +10.2% |
| 3M | +2.4% | +16.7% | -14.3% | -1.5% |
| 6M | +40.3% | -5.2% | +45.5% | +43.3% |
| YTD | +88.0% | -16.0% | +104.0% | +98.4% |
| 1Y | +143.8% | -18.3% | +162.1% | +158.8% |
| 3Y | +217.8% | +9.2% | +208.5% | +199.4% |
| 5Y | +142.7% | -11.6% | +154.3% | +144.9% |
| All | +142.7% | -11.0% | +153.7% | +144.9% |
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