-9.9%
ABT vs FDX
+63.0%
-72.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.2% |
| 7D | -3.1% | -3.3% | +0.2% | -2.6% |
| 30D | -2.1% | -1.4% | -0.7% | -1.9% |
| 3M | +17.4% | -4.5% | +21.9% | +18.1% |
| 6M | -2.4% | +9.4% | -11.8% | -4.2% |
| YTD | -14.2% | +36.0% | -50.2% | -18.9% |
| 1Y | -18.3% | +75.5% | -93.8% | -26.2% |
| 3Y | +11.5% | +62.8% | -51.3% | -0.5% |
| 5Y | -9.9% | +64.4% | -74.3% | -24.0% |
| All | -9.9% | +63.0% | -72.9% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling