-10.1%
ABT vs ACM
-45.8%
+35.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +1.0% | +6.6% | -5.6% | +0.1% |
| 30D | +11.6% | +19.8% | -8.2% | +9.2% |
| 3M | +2.3% | -3.1% | +5.5% | +2.5% |
| 6M | +32.7% | -11.5% | +44.3% | +33.1% |
| YTD | -9.6% | -24.7% | +15.0% | -8.2% |
| 1Y | -10.1% | -45.1% | +35.0% | -2.8% |
| All | -10.1% | -45.8% | +35.7% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling