+35.8%
ARM vs ABT
-13.5%
+49.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.1% |
| 7D | +9.1% | -1.3% | +10.4% | +8.5% |
| 30D | -19.9% | +6.0% | -26.0% | -17.3% |
| 3M | -31.6% | -1.9% | -29.8% | -31.6% |
| 6M | -13.9% | +31.2% | -45.0% | -6.6% |
| YTD | +74.3% | -11.2% | +85.5% | +78.7% |
| 1Y | +35.8% | -14.0% | +49.8% | +38.1% |
| All | +35.8% | -13.5% | +49.2% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling