-7.4%
ABT vs FIX
+1,026.2%
-1,033.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.2% |
| 7D | -1.3% | +9.4% | -10.7% | -1.4% |
| 30D | +6.0% | -27.8% | +33.8% | +6.6% |
| 3M | -1.9% | -35.6% | +33.7% | -1.1% |
| 6M | +31.2% | -45.2% | +76.4% | +32.9% |
| YTD | -11.2% | +19.5% | -30.7% | -14.5% |
| 1Y | -14.0% | +24.2% | -38.2% | -17.3% |
| 3Y | +20.7% | +494.2% | -473.5% | -8.0% |
| All | -7.4% | +1,026.2% | -1,033.6% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling