-7.0%
ABT vs FIVE
+31.2%
-38.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -0.9% |
| 7D | -3.7% | +4.3% | -7.9% | -4.1% |
| 30D | +2.5% | +12.5% | -10.0% | +1.4% |
| 3M | +20.2% | +31.2% | -11.1% | +17.2% |
| 6M | -2.9% | +14.4% | -17.3% | -4.5% |
| YTD | -11.9% | +33.9% | -45.8% | -14.6% |
| 1Y | -16.5% | +65.1% | -81.6% | -20.8% |
| 3Y | +12.1% | +49.0% | -36.8% | +7.2% |
| All | -7.0% | +31.2% | -38.2% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling