+6,642.4%
ABT vs FDX
+4,233.7%
+2,408.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | -3.7% | -2.5% | -1.2% | -3.2% |
| 30D | +2.5% | +3.8% | -1.3% | +1.6% |
| 3M | +20.2% | -1.3% | +21.5% | +20.3% |
| 6M | -2.9% | +5.0% | -8.0% | -4.5% |
| YTD | -11.9% | +39.6% | -51.6% | -18.6% |
| 1Y | -16.5% | +81.1% | -97.7% | -27.1% |
| 3Y | +12.1% | +63.0% | -50.9% | -2.2% |
| 5Y | -7.4% | +65.6% | -73.0% | -21.3% |
| 10Y | +210.7% | +183.4% | +27.3% | +124.9% |
| All | +6,642.4% | +4,233.7% | +2,408.8% | +2,367.2% |
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