+285.9%
ABT vs ALM
+3,525.2%
-3,239.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -5.4% | -7.2% | +1.8% | -5.4% |
| 30D | +8.0% | -26.4% | +34.4% | +8.1% |
| 3M | +0.2% | -38.6% | +38.8% | +0.3% |
| 6M | +34.1% | -61.0% | +95.1% | +34.3% |
| YTD | -10.6% | -7.4% | -3.2% | -10.7% |
| 1Y | -11.8% | +14.0% | -25.8% | -11.9% |
| 3Y | +23.9% | +844.4% | -820.6% | +23.1% |
| 5Y | -5.1% | +410.8% | -415.9% | -5.7% |
| 10Y | +228.6% | +2,084.7% | -1,856.1% | +225.1% |
| All | +285.9% | +3,525.2% | -3,239.3% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling