-9.9%
ABT vs FFIV
+92.2%
-102.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -3.1% | -1.5% | -1.6% | -2.9% |
| 30D | -2.1% | -2.7% | +0.5% | -1.8% |
| 3M | +17.4% | -1.7% | +19.1% | +17.1% |
| 6M | -2.4% | +36.1% | -38.5% | -8.4% |
| YTD | -14.2% | +52.6% | -66.9% | -21.6% |
| 1Y | -18.3% | +21.5% | -39.9% | -22.0% |
| 3Y | +11.5% | +142.7% | -131.2% | -13.3% |
| 5Y | -9.9% | +92.6% | -102.5% | -26.2% |
| All | -9.9% | +92.2% | -102.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 5y: compounded portfolio wealth divided by compounded FFIV 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…
5y analysis · Full analysis span regression · 6 months rolling