-5.9%
ABT vs ALM
+44.8%
-50.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.6% |
| 7D | +12.5% | -6.4% | +18.9% | +12.4% |
| 30D | +16.1% | -35.0% | +51.1% | +15.5% |
| 3M | +10.2% | -33.8% | +44.0% | +9.8% |
| 6M | +33.7% | -55.0% | +88.7% | +33.3% |
| YTD | -5.5% | -0.2% | -5.3% | -5.8% |
| 1Y | -5.9% | +41.8% | -47.7% | -6.4% |
| All | -5.9% | +44.8% | -50.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling