+199.6%
ARM vs ABT
+12.6%
+187.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.4% |
| 7D | +9.1% | -1.3% | +10.4% | +8.8% |
| 30D | -19.9% | +6.0% | -26.0% | -18.8% |
| 3M | -31.6% | -1.9% | -29.8% | -31.5% |
| 6M | -13.9% | +31.2% | -45.0% | -11.1% |
| YTD | +74.3% | -11.2% | +85.5% | +79.9% |
| 1Y | +35.8% | -14.0% | +49.8% | +40.3% |
| 3Y | +268.6% | +20.7% | +247.9% | +245.2% |
| All | +199.6% | +12.6% | +187.0% | +202.3% |
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