+228.6%
ABT vs ALM
+2,084.7%
-1,856.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -5.4% | -7.2% | +1.8% | -5.3% |
| 30D | +8.0% | -26.4% | +34.4% | +8.3% |
| 3M | +0.2% | -38.6% | +38.8% | +0.6% |
| 6M | +34.1% | -61.0% | +95.1% | +35.2% |
| YTD | -10.6% | -7.4% | -3.2% | -11.1% |
| 1Y | -11.8% | +14.0% | -25.8% | -12.5% |
| 3Y | +23.9% | +844.4% | -820.6% | +19.1% |
| 5Y | -5.1% | +410.8% | -415.9% | -8.6% |
| 10Y | +228.6% | +2,084.7% | -1,856.1% | +216.3% |
| All | +228.6% | +2,084.7% | -1,856.1% | +216.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling