+21.5%
ABT vs ALM
+901.8%
-880.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.2% |
| 3M | +0.2% | -38.6% | +38.8% | +0.5% |
| 6M | +34.1% | -61.0% | +95.1% | +35.3% |
| YTD | -10.6% | -7.4% | -3.2% | -11.5% |
| 1Y | -11.8% | +14.0% | -25.8% | -13.1% |
| All | +21.5% | +901.8% | -880.3% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling