+1,460.2%
ABT vs FE
+561.4%
+898.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.8% |
| 6M | -2.9% | -6.1% | +3.1% | -1.2% |
| YTD | -11.9% | +7.6% | -19.5% | -14.1% |
| 1Y | -16.5% | +11.9% | -28.5% | -19.6% |
| 3Y | +12.1% | +48.4% | -36.3% | -1.8% |
| 5Y | -7.4% | +44.8% | -52.2% | -18.6% |
| 10Y | +210.7% | +115.9% | +94.8% | +133.3% |
| All | +1,460.2% | +561.4% | +898.7% | +608.0% |
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