+193.0%
ARM vs ABT
+14.7%
+178.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.8% |
| 7D | -5.3% | +0.3% | -5.6% | -5.1% |
| 30D | -30.0% | +11.6% | -41.7% | -28.3% |
| 3M | -34.1% | +3.1% | -37.2% | -33.4% |
| 6M | -12.6% | +32.8% | -45.5% | -9.5% |
| YTD | +70.4% | -9.6% | +80.0% | +76.6% |
| 1Y | +22.3% | -10.4% | +32.6% | +26.7% |
| 3Y | +261.2% | +25.8% | +235.4% | +233.1% |
| All | +193.0% | +14.7% | +178.3% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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