+14.5%
ABT vs FE
+50.0%
-35.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.7% | +1.9% | -5.6% | -4.3% |
| 30D | +2.5% | -1.2% | +3.6% | +2.8% |
| 3M | +20.2% | +3.5% | +16.7% | +18.7% |
| 6M | -2.9% | -6.1% | +3.1% | -1.1% |
| YTD | -11.9% | +7.6% | -19.5% | -14.2% |
| 1Y | -16.5% | +11.9% | -28.5% | -19.7% |
| All | +14.5% | +50.0% | -35.4% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling