+2,223.3%
ABT vs FDS
+9,502.8%
-7,279.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.2% |
| 7D | -3.7% | -1.9% | -1.8% | -3.4% |
| 30D | +2.5% | +9.0% | -6.5% | +0.8% |
| 3M | +20.2% | +18.9% | +1.3% | +16.1% |
| 6M | -2.9% | +35.1% | -38.1% | -8.7% |
| YTD | -11.9% | +5.5% | -17.4% | -14.0% |
| 1Y | -16.5% | -16.8% | +0.3% | -15.3% |
| 3Y | +12.1% | -28.1% | +40.2% | +16.1% |
| 5Y | -7.4% | -17.4% | +10.0% | -6.7% |
| 10Y | +210.7% | +85.4% | +125.2% | +175.9% |
| All | +2,223.3% | +9,502.8% | -7,279.5% | +1,377.8% |
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 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