+21.5%
ABT vs FDS
-22.8%
+44.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.5% |
| 7D | -5.4% | -2.1% | -3.2% | -5.1% |
| 30D | +8.0% | +16.0% | -8.0% | +5.8% |
| 3M | +0.2% | +18.8% | -18.6% | -2.3% |
| 6M | +34.1% | +54.1% | -20.0% | +26.4% |
| YTD | -10.6% | +17.0% | -27.6% | -12.3% |
| 1Y | -11.8% | +25.5% | -37.3% | -14.7% |
| All | +21.5% | -22.8% | +44.3% | +28.2% |
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