-20.2%
ARM vs ABT
+31.8%
-52.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.7% | -11.4% | -14.3% |
| 7D | -27.1% | +8.6% | -35.8% | -21.9% |
| 30D | -44.9% | +16.4% | -61.3% | -37.7% |
| 3M | -39.3% | +8.1% | -47.4% | -35.0% |
| 6M | -20.2% | +32.1% | -52.2% | -1.6% |
| All | -20.2% | +31.8% | -52.0% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling