+14.5%
ABT vs ACM
-19.2%
+33.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.7% | -3.7% | +0.1% | -3.3% |
| 30D | +2.5% | -11.1% | +13.6% | +3.7% |
| 3M | +20.2% | -8.0% | +28.2% | +21.0% |
| 6M | -2.9% | -29.7% | +26.7% | +0.4% |
| YTD | -11.9% | -29.4% | +17.4% | -9.2% |
| 1Y | -16.5% | -46.4% | +29.9% | -11.2% |
| All | +14.5% | -19.2% | +33.7% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling