+228.6%
ABT vs ACM
+130.8%
+97.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -5.4% | +3.0% | -8.4% | -6.0% |
| 30D | +8.0% | +19.7% | -11.7% | +3.7% |
| 3M | +0.2% | +5.3% | -5.1% | -1.3% |
| 6M | +34.1% | -10.8% | +44.9% | +36.5% |
| YTD | -10.6% | -25.1% | +14.5% | -5.7% |
| 1Y | -11.8% | -45.8% | +34.0% | +0.3% |
| 3Y | +23.9% | -9.4% | +33.2% | +22.2% |
| 5Y | -5.1% | +4.8% | -9.9% | -10.8% |
| 10Y | +228.6% | +129.8% | +98.8% | +147.6% |
| All | +228.6% | +130.8% | +97.8% | +147.6% |
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