+14.5%
ABT vs FDS
-27.1%
+41.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | 0.0% |
| 7D | -3.7% | -1.9% | -1.8% | -3.5% |
| 30D | +2.5% | +9.0% | -6.5% | +1.2% |
| 3M | +20.2% | +18.9% | +1.3% | +17.2% |
| 6M | -2.9% | +35.1% | -38.1% | -7.0% |
| YTD | -11.9% | +5.5% | -17.4% | -12.3% |
| 1Y | -16.5% | -16.8% | +0.3% | -13.3% |
| All | +14.5% | -27.1% | +41.6% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling