+253.6%
ABM vs VT
+345.0%
-91.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | +1.8% |
| 7D | -0.5% | -4.2% | +3.7% | +3.4% |
| 30D | +10.9% | -5.8% | +16.7% | +16.9% |
| 3M | +9.7% | -5.2% | +14.9% | +14.9% |
| 6M | +32.7% | +0.1% | +32.6% | +31.0% |
| YTD | +29.5% | +8.2% | +21.3% | +18.6% |
| 1Y | +25.4% | +10.1% | +15.3% | +12.7% |
| 3Y | +39.7% | +69.7% | -30.0% | -16.5% |
| 5Y | +23.6% | +53.4% | -29.8% | -19.3% |
| 10Y | +70.8% | +219.2% | -148.5% | -41.2% |
| All | +253.6% | +345.0% | -91.4% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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