+228.3%
ABT vs FE
+110.9%
+117.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | +11.6% | +4.3% | +7.3% | +10.0% |
| 3M | +2.3% | +0.4% | +1.9% | +2.1% |
| 6M | +32.7% | +6.9% | +25.8% | +29.5% |
| YTD | -9.6% | +8.0% | -17.7% | -12.2% |
| 1Y | -10.1% | +4.8% | -14.9% | -11.7% |
| 3Y | +25.2% | +49.0% | -23.7% | +8.4% |
| 5Y | -4.5% | +46.2% | -50.8% | -17.3% |
| 10Y | +228.3% | +120.9% | +107.4% | +163.9% |
| All | +228.3% | +110.9% | +117.4% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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