+6,642.4%
ABT vs AEM
+3,538.8%
+3,103.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.4% |
| 7D | -3.7% | -0.5% | -3.2% | -3.7% |
| 30D | +2.5% | +24.0% | -21.5% | +2.4% |
| 3M | +20.2% | +16.1% | +4.1% | +20.1% |
| 6M | -2.9% | -11.6% | +8.7% | -2.9% |
| YTD | -11.9% | +21.5% | -33.5% | -12.0% |
| 1Y | -16.5% | +39.2% | -55.7% | -16.6% |
| 3Y | +12.1% | +347.4% | -335.3% | +11.8% |
| 5Y | -7.4% | +290.1% | -297.5% | -7.7% |
| 10Y | +210.7% | +357.8% | -147.1% | +210.6% |
| All | +6,642.4% | +3,538.8% | +3,103.6% | +7,971.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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