+991.5%
ABT vs FFIV
+6,091.4%
-5,099.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.0% | -4.2% | +5.1% | +1.2% |
| 30D | +11.6% | -33.9% | +45.5% | +13.7% |
| 3M | +2.3% | -22.6% | +24.9% | +3.4% |
| 6M | +32.7% | -10.4% | +43.1% | +33.0% |
| YTD | -9.6% | +24.3% | -34.0% | -11.1% |
| 1Y | -10.1% | +31.8% | -41.9% | -11.8% |
| 3Y | +25.2% | +99.5% | -74.3% | +19.7% |
| 5Y | -4.5% | +40.7% | -45.3% | -7.4% |
| 10Y | +228.3% | +126.9% | +101.4% | +210.4% |
| All | +991.5% | +6,091.4% | -5,099.9% | +779.8% |
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