+20.7%
ABT vs FIX
+503.5%
-482.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.1% |
| 7D | -1.3% | +9.4% | -10.7% | -0.9% |
| 30D | +6.0% | -27.8% | +33.8% | +5.1% |
| 3M | -1.9% | -35.6% | +33.7% | -3.0% |
| 6M | +31.2% | -45.2% | +76.4% | +29.7% |
| YTD | -11.2% | +19.5% | -30.7% | -12.4% |
| 1Y | -14.0% | +24.2% | -38.2% | -15.0% |
| 3Y | +20.7% | +494.2% | -473.5% | +13.2% |
| All | +20.7% | +503.5% | -482.8% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling