-9.9%
ABT vs ACI
-44.9%
+35.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.2% |
| 7D | -3.1% | -2.6% | -0.6% | -2.8% |
| 30D | -2.1% | +1.1% | -3.2% | -2.3% |
| 3M | +17.4% | -23.6% | +41.1% | +21.1% |
| 6M | -2.4% | -29.9% | +27.6% | +1.7% |
| YTD | -14.2% | -26.9% | +12.6% | -11.3% |
| 1Y | -18.3% | -34.2% | +15.9% | -14.4% |
| 3Y | +11.5% | -43.6% | +55.1% | +18.7% |
| 5Y | -9.9% | -42.4% | +32.5% | -5.9% |
| All | -9.9% | -44.9% | +35.0% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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