+232.9%
ABT vs FIVE
+596.6%
-363.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -0.2% |
| 7D | +0.3% | +6.2% | -5.9% | -0.5% |
| 30D | +11.6% | +18.2% | -6.5% | +9.1% |
| 3M | +3.1% | +3.8% | -0.7% | +2.4% |
| 6M | +32.8% | +13.7% | +19.1% | +29.7% |
| YTD | -9.6% | +34.7% | -44.3% | -14.0% |
| 1Y | -10.4% | +66.6% | -77.0% | -17.2% |
| 3Y | +25.8% | +44.3% | -18.5% | +15.0% |
| 5Y | -3.4% | +18.8% | -22.2% | -11.3% |
| 10Y | +232.9% | +569.2% | -336.3% | +139.8% |
| All | +232.9% | +596.6% | -363.7% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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