+37.1%
ABT vs ACI
+25.9%
+11.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.7% | +0.2% | -3.8% | -3.7% |
| 30D | +2.5% | +5.9% | -3.4% | +1.9% |
| 3M | +20.2% | -19.8% | +40.0% | +22.4% |
| 6M | -2.9% | -24.7% | +21.8% | -0.6% |
| YTD | -11.9% | -24.4% | +12.5% | -9.9% |
| 1Y | -16.5% | -31.5% | +14.9% | -13.8% |
| 3Y | +12.1% | -38.7% | +50.8% | +16.6% |
| 5Y | -7.4% | -42.8% | +35.4% | -4.0% |
| All | +37.1% | +25.9% | +11.2% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling