-10.0%
ABT vs FIX
+14.0%
-24.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -8.9% | +1.4% |
| 7D | +0.3% | -7.2% | +7.6% | -0.2% |
| 30D | +11.6% | -35.1% | +46.8% | +8.4% |
| 3M | +3.1% | -34.3% | +37.4% | +0.4% |
| 6M | +32.8% | -42.9% | +75.7% | +29.1% |
| YTD | -9.6% | +19.5% | -29.1% | -16.2% |
| All | -10.0% | +14.0% | -24.1% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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