+174.6%
ARM vs ABT
+14.1%
+160.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.2% | +8.0% | +4.0% |
| 7D | -15.2% | +3.5% | -18.7% | -14.5% |
| 30D | -40.7% | +12.0% | -52.7% | -39.2% |
| 3M | -39.1% | +2.5% | -41.5% | -38.5% |
| 6M | -26.4% | +29.1% | -55.5% | -23.9% |
| YTD | +59.7% | -10.1% | +69.8% | +65.3% |
| 1Y | +10.3% | -9.8% | +20.2% | +14.2% |
| 3Y | +228.9% | +23.3% | +205.6% | +206.9% |
| All | +174.6% | +14.1% | +160.5% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling