+360.5%
ABT vs FIVE
+822.5%
-462.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | +12.0% | +17.7% | -5.6% | +9.7% |
| 3M | +2.5% | +4.0% | -1.5% | +1.8% |
| 6M | +29.1% | +2.6% | +26.5% | +27.9% |
| YTD | -10.1% | +27.6% | -37.7% | -13.6% |
| 1Y | -9.8% | +59.9% | -69.8% | -15.9% |
| 3Y | +23.3% | +35.8% | -12.5% | +13.6% |
| 5Y | -2.4% | +14.4% | -16.8% | -9.9% |
| 10Y | +239.4% | +576.1% | -336.7% | +137.4% |
| All | +360.5% | +822.5% | -462.0% | +209.1% |
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