+185.4%
ARM vs ABT
+14.6%
+170.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | -10.4% | +1.0% | -11.3% | -10.1% |
| 30D | -31.8% | +11.6% | -43.4% | -30.2% |
| 3M | -32.2% | +2.3% | -34.6% | -31.6% |
| 6M | -14.9% | +32.7% | -47.6% | -11.9% |
| YTD | +66.0% | -9.6% | +75.7% | +72.0% |
| 1Y | +17.2% | -10.1% | +27.3% | +21.5% |
| 3Y | +247.2% | +25.2% | +222.0% | +221.4% |
| All | +185.4% | +14.6% | +170.8% | +189.0% |
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