+209.7%
ABT vs ALM
+3,082.3%
-2,872.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | -0.2% |
| 7D | -4.7% | +3.6% | -8.4% | -4.8% |
| 30D | -3.1% | +33.8% | -36.9% | -3.4% |
| 3M | +16.1% | +14.8% | +1.4% | +15.9% |
| 6M | -5.3% | -7.0% | +1.6% | -5.5% |
| YTD | -14.4% | +108.1% | -122.5% | -15.4% |
| 1Y | -18.4% | +313.8% | -332.2% | -20.1% |
| 3Y | +11.2% | +2,227.6% | -2,216.4% | +6.1% |
| 5Y | -9.4% | +956.6% | -966.0% | -13.1% |
| 10Y | +209.7% | +3,082.3% | -2,872.5% | +195.0% |
| All | +209.7% | +3,082.3% | -2,872.5% | +195.0% |
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