+21.5%
ABT vs FGI
+5.7%
+15.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -6.9% | -1.0% |
| 7D | -5.4% | +6.9% | -12.3% | -5.4% |
| 30D | +8.0% | +3.9% | +4.1% | +8.0% |
| 3M | +0.2% | +74.3% | -74.1% | +0.5% |
| 6M | +34.1% | +28.9% | +5.2% | +34.5% |
| YTD | -10.6% | +39.1% | -49.7% | -10.3% |
| 1Y | -11.8% | +49.3% | -61.1% | -11.5% |
| All | +21.5% | +5.7% | +15.8% | +23.5% |
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