+959.8%
ABT vs FFIV
+6,097.9%
-5,138.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.8% |
| 7D | -5.6% | +1.9% | -7.5% | -5.7% |
| 30D | +5.2% | -33.3% | +38.5% | +7.1% |
| 3M | -2.7% | -24.9% | +22.2% | -1.5% |
| 6M | +28.8% | -10.5% | +39.4% | +29.1% |
| YTD | -12.3% | +24.4% | -36.7% | -13.7% |
| 1Y | -14.7% | +32.3% | -46.9% | -16.4% |
| 3Y | +21.6% | +99.7% | -78.1% | +16.2% |
| 5Y | -7.8% | +38.4% | -46.2% | -10.5% |
| 10Y | +222.5% | +125.0% | +97.4% | +205.0% |
| All | +959.8% | +6,097.9% | -5,138.1% | +754.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling