-5.1%
ABT vs ACI
-41.8%
+36.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -5.4% | -5.3% | -0.1% | -4.6% |
| 30D | +8.0% | +5.0% | +3.0% | +7.3% |
| 3M | +0.2% | +7.5% | -7.3% | -0.9% |
| 6M | +34.1% | -16.0% | +50.2% | +36.7% |
| YTD | -10.6% | -20.6% | +10.0% | -8.4% |
| 1Y | -11.8% | -23.5% | +11.7% | -9.1% |
| 3Y | +23.9% | -32.1% | +56.0% | +29.2% |
| 5Y | -5.1% | -42.5% | +37.4% | -0.4% |
| All | -5.1% | -41.8% | +36.7% | -0.4% |
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