+1,492.9%
ABT vs FE
+556.6%
+936.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.8% |
| 7D | +3.5% | -1.0% | +4.5% | +3.9% |
| 30D | +12.0% | +4.1% | +7.9% | +10.6% |
| 3M | +2.5% | -1.0% | +3.5% | +2.7% |
| 6M | +29.1% | +4.0% | +25.1% | +27.3% |
| YTD | -10.1% | +6.8% | -16.9% | -12.1% |
| 1Y | -9.8% | +5.3% | -15.1% | -11.5% |
| 3Y | +23.3% | +44.6% | -21.3% | +9.0% |
| 5Y | -2.4% | +44.2% | -46.6% | -14.1% |
| 10Y | +239.4% | +107.3% | +132.1% | +158.2% |
| All | +1,492.9% | +556.6% | +936.3% | +624.5% |
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