-4.2%
ABT vs FIX
+933.9%
-938.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.4% | -8.7% | -3.3% |
| 7D | +3.5% | -17.5% | +21.0% | +3.7% |
| 30D | +12.0% | -41.6% | +53.6% | +13.1% |
| 3M | +2.5% | -40.6% | +43.0% | +3.3% |
| 6M | +29.1% | -49.4% | +78.4% | +30.8% |
| YTD | -10.1% | +9.2% | -19.3% | -13.2% |
| 1Y | -9.8% | +6.5% | -16.3% | -13.0% |
| 3Y | +23.3% | +448.7% | -425.5% | -6.1% |
| All | -4.2% | +933.9% | -938.1% | -42.7% |
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 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