+209.7%
ABT vs FDS
+72.8%
+136.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.9% |
| 7D | -4.7% | -8.8% | +4.0% | -1.8% |
| 30D | -3.1% | -1.4% | -1.7% | -2.9% |
| 3M | +16.1% | +13.9% | +2.3% | +10.0% |
| 6M | -5.3% | +27.4% | -32.7% | -14.9% |
| YTD | -14.4% | -2.5% | -12.0% | -15.7% |
| 1Y | -18.4% | -23.8% | +5.4% | -11.7% |
| 3Y | +11.2% | -32.5% | +43.7% | +24.1% |
| 5Y | -9.4% | -23.2% | +13.8% | -6.7% |
| 10Y | +209.7% | +76.4% | +133.3% | +110.0% |
| All | +209.7% | +72.8% | +136.9% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling