+910.6%
EWY vs ABT
+1,165.7%
-255.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | +4.2% | -1.3% | +5.5% | +4.7% |
| 30D | -10.7% | +6.0% | -16.7% | -12.9% |
| 3M | -20.1% | -1.9% | -18.2% | -20.0% |
| 6M | -24.3% | +31.2% | -55.5% | -33.2% |
| YTD | +46.9% | -11.2% | +58.1% | +50.2% |
| 1Y | +55.2% | -14.0% | +69.1% | +60.5% |
| 3Y | +157.0% | +20.7% | +136.3% | +127.2% |
| 5Y | +98.9% | -6.7% | +105.5% | +93.1% |
| 10Y | +226.3% | +226.3% | 0.0% | +84.0% |
| All | +910.6% | +1,165.7% | -255.1% | +365.7% |
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