-18.4%
ABT vs ALM
+312.4%
-330.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | -0.3% |
| 7D | -4.7% | +3.6% | -8.4% | -4.7% |
| 30D | -3.1% | +33.8% | -36.9% | -2.8% |
| 3M | +16.1% | +14.8% | +1.4% | +16.6% |
| 6M | -5.3% | -7.0% | +1.6% | -5.1% |
| YTD | -14.4% | +108.1% | -122.5% | -14.8% |
| 1Y | -18.4% | +313.8% | -332.2% | -15.8% |
| All | -18.4% | +312.4% | -330.8% | -15.8% |
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