+260.6%
ABM vs VT
+363.9%
-103.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.5% |
| 7D | +2.7% | -0.3% | +3.0% | +3.0% |
| 30D | +12.9% | -1.4% | +14.3% | +14.2% |
| 3M | +11.3% | -1.4% | +12.7% | +12.4% |
| 6M | +37.2% | +5.5% | +31.7% | +29.1% |
| YTD | +32.1% | +12.8% | +19.3% | +16.5% |
| 1Y | +29.8% | +15.4% | +14.4% | +11.9% |
| 3Y | +42.4% | +76.9% | -34.4% | -18.0% |
| 5Y | +30.6% | +60.4% | -29.8% | -18.1% |
| 10Y | +74.1% | +232.8% | -158.6% | -42.2% |
| All | +260.6% | +363.9% | -103.3% | -11.6% |
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