+351.0%
ABT vs FIVE
+868.1%
-517.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.1% |
| 7D | -3.7% | +4.3% | -7.9% | -4.2% |
| 30D | +2.5% | +12.5% | -10.0% | +0.9% |
| 3M | +20.2% | +31.2% | -11.1% | +15.9% |
| 6M | -2.9% | +14.4% | -17.3% | -5.2% |
| YTD | -11.9% | +33.9% | -45.8% | -15.8% |
| 1Y | -16.5% | +65.1% | -81.6% | -22.6% |
| 3Y | +12.1% | +49.0% | -36.8% | +2.0% |
| 5Y | -7.4% | +30.3% | -37.7% | -16.2% |
| 10Y | +210.7% | +481.1% | -270.4% | +120.5% |
| All | +351.0% | +868.1% | -517.1% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling