-1.4%
ABT vs FGI
-70.0%
+68.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.0% | -4.1% | +5.1% | +1.0% |
| 30D | +11.6% | -3.4% | +14.9% | +11.6% |
| 3M | +2.3% | +61.8% | -59.5% | +1.9% |
| 6M | +32.7% | +17.0% | +15.7% | +32.4% |
| YTD | -9.6% | +31.4% | -41.0% | -10.3% |
| 1Y | -10.1% | +42.7% | -52.7% | -11.1% |
| 3Y | +25.2% | -0.1% | +25.3% | +23.1% |
| All | -1.4% | -70.0% | +68.7% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling