+228.3%
ABT vs ACM
+133.7%
+94.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.0% | +6.6% | -5.6% | -0.5% |
| 30D | +11.6% | +19.8% | -8.2% | +7.1% |
| 3M | +2.3% | -3.1% | +5.5% | +2.6% |
| 6M | +32.7% | -11.5% | +44.3% | +35.3% |
| YTD | -9.6% | -24.7% | +15.0% | -4.8% |
| 1Y | -10.1% | -45.1% | +35.0% | +2.0% |
| 3Y | +25.2% | -8.9% | +34.1% | +23.3% |
| 5Y | -4.5% | +5.4% | -9.9% | -10.3% |
| 10Y | +228.3% | +131.1% | +97.2% | +146.9% |
| All | +228.3% | +133.7% | +94.6% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling