+2,214.3%
ABT vs FDS
+10,448.9%
-8,234.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.7% |
| 7D | -5.6% | -2.6% | -3.0% | -5.2% |
| 30D | +5.2% | +14.1% | -8.9% | +2.7% |
| 3M | -2.7% | +19.8% | -22.5% | -6.0% |
| 6M | +28.8% | +55.0% | -26.1% | +18.4% |
| YTD | -12.3% | +15.9% | -28.2% | -15.9% |
| 1Y | -14.7% | +24.2% | -38.9% | -19.3% |
| 3Y | +21.6% | -24.0% | +45.6% | +24.5% |
| 5Y | -7.8% | -23.3% | +15.6% | -6.1% |
| 10Y | +222.5% | +128.0% | +94.4% | +177.3% |
| All | +2,214.3% | +10,448.9% | -8,234.6% | +1,345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling