+14.3%
ABT vs FGI
-4.4%
+18.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.4% |
| 7D | -3.7% | +0.5% | -4.2% | -3.7% |
| 30D | +2.5% | +65.4% | -62.9% | +2.7% |
| 3M | +20.2% | +23.5% | -3.3% | +20.4% |
| 6M | -2.9% | +60.5% | -63.5% | -2.7% |
| YTD | -11.9% | +30.0% | -41.9% | -11.7% |
| 1Y | -16.5% | +82.1% | -98.6% | -16.4% |
| All | +14.3% | -4.4% | +18.7% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling