-5.1%
ABT vs FDS
-21.2%
+16.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.7% |
| 7D | -5.4% | -2.1% | -3.2% | -4.9% |
| 30D | +8.0% | +16.0% | -8.0% | +4.4% |
| 3M | +0.2% | +18.8% | -18.6% | -3.9% |
| 6M | +34.1% | +54.1% | -20.0% | +20.5% |
| YTD | -10.6% | +17.0% | -27.6% | -14.0% |
| 1Y | -11.8% | +25.5% | -37.3% | -17.3% |
| 3Y | +23.9% | -23.3% | +47.2% | +34.7% |
| 5Y | -5.1% | -22.6% | +17.5% | +0.5% |
| All | -5.1% | -21.2% | +16.1% | +0.5% |
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