-14.7%
ABT vs FIG
-74.1%
+59.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.3% |
| 7D | -4.7% | -14.5% | +9.7% | -4.7% |
| 30D | -3.1% | -13.3% | +10.2% | -3.1% |
| 3M | +16.1% | +7.4% | +8.7% | +15.9% |
| 6M | -5.3% | -27.8% | +22.5% | -5.8% |
| YTD | -14.4% | -41.1% | +26.7% | -14.8% |
| 1Y | -18.4% | -58.7% | +40.3% | -18.9% |
| All | -14.7% | -74.1% | +59.4% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling