-18.4%
ABT vs ACM
-48.7%
+30.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | 0.0% |
| 7D | -4.7% | -3.7% | -1.1% | -4.4% |
| 30D | -3.1% | -12.7% | +9.5% | -1.8% |
| 3M | +16.1% | -9.8% | +25.9% | +17.0% |
| 6M | -5.3% | -31.4% | +26.1% | -2.4% |
| YTD | -14.4% | -32.1% | +17.6% | -11.9% |
| 1Y | -18.4% | -47.8% | +29.4% | -12.6% |
| All | -18.4% | -48.7% | +30.3% | -12.6% |
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 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