-13.1%
ABT vs FIVE
+65.4%
-78.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -5.4% | -0.5% | -4.9% | -5.4% |
| 30D | +8.0% | +17.4% | -9.4% | +6.4% |
| 3M | +0.2% | +7.0% | -6.8% | -0.5% |
| 6M | +34.1% | +20.5% | +13.7% | +30.9% |
| YTD | -10.6% | +33.1% | -43.7% | -15.3% |
| All | -13.1% | +65.4% | -78.4% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling