+1,492.9%
ABT vs FE
+563.2%
+929.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +12.0% | +5.2% | +6.8% | +10.3% |
| 3M | +2.5% | 0.0% | +2.5% | +2.4% |
| 6M | +29.1% | +5.0% | +24.0% | +26.9% |
| YTD | -10.1% | +7.9% | -18.0% | -12.4% |
| 1Y | -9.8% | +6.3% | -16.2% | -11.7% |
| 3Y | +23.3% | +46.0% | -22.8% | +8.7% |
| 5Y | -2.4% | +45.6% | -48.0% | -14.3% |
| 10Y | +239.4% | +109.3% | +130.1% | +157.4% |
| All | +1,492.9% | +563.2% | +929.8% | +622.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling