-9.9%
ABT vs ACM
+4.8%
-14.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -2.1% | -12.9% | +10.8% | +0.5% |
| 3M | +17.4% | -6.4% | +23.8% | +18.5% |
| 6M | -2.4% | -29.2% | +26.8% | +4.4% |
| YTD | -14.2% | -29.9% | +15.7% | -8.5% |
| 1Y | -18.3% | -47.3% | +28.9% | -6.9% |
| 3Y | +11.5% | -19.6% | +31.1% | +10.8% |
| 5Y | -9.9% | +5.5% | -15.4% | -19.3% |
| All | -9.9% | +4.8% | -14.7% | -19.3% |
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