+1,236.8%
EWY vs ABT
+1,155.7%
+81.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +4.8% | -3.7% | +8.5% | +6.3% |
| 30D | +11.7% | +2.5% | +9.2% | +10.5% |
| 3M | -7.4% | +20.2% | -27.6% | -14.9% |
| 6M | +40.6% | -2.9% | +43.5% | +40.0% |
| YTD | +94.3% | -11.9% | +106.2% | +100.3% |
| 1Y | +164.3% | -16.5% | +180.8% | +177.3% |
| 3Y | +221.0% | +12.1% | +208.9% | +193.3% |
| 5Y | +139.1% | -7.4% | +146.5% | +133.6% |
| 10Y | +298.8% | +210.7% | +88.1% | +130.3% |
| All | +1,236.8% | +1,155.7% | +81.1% | +520.8% |
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 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