+296.4%
ARM vs ABT
+11.7%
+284.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +3.8% |
| 7D | +5.5% | -3.7% | +9.1% | +4.7% |
| 30D | -8.2% | +2.5% | -10.7% | -7.8% |
| 3M | -35.9% | +20.2% | -56.1% | -34.3% |
| 6M | +103.1% | -2.9% | +106.0% | +109.1% |
| YTD | +130.6% | -11.9% | +142.5% | +136.7% |
| 1Y | +86.1% | -16.5% | +102.6% | +91.4% |
| All | +296.4% | +11.7% | +284.7% | +297.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling