+511.1%
ABT vs ACM
+230.8%
+280.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.7% | -3.7% | +0.1% | -3.0% |
| 30D | +2.5% | -11.1% | +13.6% | +4.5% |
| 3M | +20.2% | -8.0% | +28.2% | +21.7% |
| 6M | -2.9% | -29.7% | +26.7% | +3.4% |
| YTD | -11.9% | -29.4% | +17.4% | -6.6% |
| 1Y | -16.5% | -46.4% | +29.9% | -6.7% |
| 3Y | +12.1% | -22.3% | +34.5% | +14.9% |
| 5Y | -7.4% | +4.5% | -11.9% | -11.2% |
| 10Y | +210.7% | +127.6% | +83.0% | +145.0% |
| All | +511.1% | +230.8% | +280.3% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling