-9.9%
ABT vs ALM
+1,033.0%
-1,042.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.8% | -11.4% | -2.7% |
| 7D | -3.1% | +8.4% | -11.6% | -3.2% |
| 30D | -2.1% | +34.8% | -37.0% | -2.5% |
| 3M | +17.4% | +16.2% | +1.2% | +17.2% |
| 6M | -2.4% | +2.1% | -4.5% | -2.7% |
| YTD | -14.2% | +117.0% | -131.2% | -15.8% |
| 1Y | -18.3% | +313.9% | -332.2% | -21.0% |
| 3Y | +11.5% | +2,327.9% | -2,316.4% | +2.6% |
| 5Y | -9.9% | +1,040.6% | -1,050.5% | -16.7% |
| All | -9.9% | +1,033.0% | -1,042.9% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling