+228.6%
ABT vs FDX
+156.7%
+71.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.3% |
| 7D | -5.4% | -2.1% | -3.3% | -5.0% |
| 30D | +8.0% | +10.4% | -2.4% | +5.6% |
| 3M | +0.2% | +0.5% | -0.2% | 0.0% |
| 6M | +34.1% | +6.5% | +27.7% | +31.8% |
| YTD | -10.6% | +40.2% | -50.8% | -17.9% |
| 1Y | -11.8% | +52.1% | -63.9% | -20.6% |
| 3Y | +23.9% | +72.8% | -48.9% | +5.1% |
| 5Y | -5.1% | +76.3% | -81.4% | -22.2% |
| 10Y | +228.6% | +155.7% | +72.9% | +134.2% |
| All | +228.6% | +156.7% | +71.9% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling