+6,744.0%
ABT vs FDX
+4,252.2%
+2,491.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 3M | +0.2% | +0.5% | -0.2% | 0.0% |
| 6M | +34.1% | +6.5% | +27.7% | +31.9% |
| YTD | -10.6% | +40.2% | -50.8% | -17.4% |
| 1Y | -11.8% | +52.1% | -63.9% | -20.0% |
| 3Y | +23.9% | +72.8% | -48.9% | +6.8% |
| 5Y | -5.1% | +76.3% | -81.4% | -20.4% |
| 10Y | +228.6% | +155.7% | +72.9% | +143.0% |
| All | +6,744.0% | +4,252.2% | +2,491.9% | +2,401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling