-9.4%
ABT vs FDS
-23.5%
+14.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.5% |
| 7D | -4.7% | -8.8% | +4.0% | -2.8% |
| 30D | -3.1% | -1.4% | -1.7% | -3.0% |
| 3M | +16.1% | +13.9% | +2.3% | +12.3% |
| 6M | -5.3% | +27.4% | -32.7% | -11.4% |
| YTD | -14.4% | -2.5% | -12.0% | -14.2% |
| 1Y | -18.4% | -23.8% | +5.4% | -11.8% |
| 3Y | +11.2% | -32.5% | +43.7% | +22.8% |
| 5Y | -9.4% | -23.2% | +13.8% | -4.3% |
| All | -9.4% | -23.5% | +14.1% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling