+214.0%
ARM vs ABT
+26.6%
+187.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.7% | -11.4% | -13.5% |
| 7D | -27.1% | +8.6% | -35.8% | -25.4% |
| 30D | -44.9% | +16.4% | -61.3% | -42.6% |
| 3M | -39.3% | +8.1% | -47.4% | -37.8% |
| 6M | -20.2% | +32.1% | -52.2% | -15.5% |
| YTD | +52.5% | -7.1% | +59.6% | +58.3% |
| 1Y | +4.1% | -6.5% | +10.6% | +8.1% |
| All | +214.0% | +26.6% | +187.3% | +219.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling