-4.5%
ABT vs ACM
+4.2%
-8.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -0.6% |
| 7D | +0.3% | +6.9% | -6.6% | -1.1% |
| 30D | +11.6% | +19.1% | -7.4% | +7.7% |
| 3M | +3.1% | -6.9% | +10.1% | +4.4% |
| 6M | +32.8% | -12.0% | +44.8% | +35.5% |
| YTD | -9.6% | -25.1% | +15.5% | -4.8% |
| 1Y | -10.4% | -45.4% | +35.0% | +2.0% |
| 3Y | +25.8% | -6.9% | +32.7% | +19.4% |
| All | -4.5% | +4.2% | -8.7% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling