-16.2%
ABT vs FIG
-74.0%
+57.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -5.0% | -12.2% | +7.2% | -4.9% |
| 30D | -5.8% | -11.0% | +5.2% | -5.8% |
| 3M | +16.7% | +11.9% | +4.9% | +16.5% |
| 6M | -5.2% | -21.9% | +16.7% | -5.6% |
| YTD | -16.0% | -40.8% | +24.8% | -16.3% |
| 1Y | -18.3% | -56.6% | +38.4% | -18.7% |
| All | -16.2% | -74.0% | +57.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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