+1,386.1%
ABT vs FIX
+7,843.3%
-6,457.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.4% | -8.7% | -3.7% |
| 7D | +3.5% | -17.5% | +21.0% | +5.0% |
| 30D | +12.0% | -41.6% | +53.6% | +17.2% |
| 3M | +2.5% | -40.6% | +43.0% | +6.7% |
| 6M | +29.1% | -49.4% | +78.4% | +35.6% |
| YTD | -10.1% | +9.2% | -19.3% | -13.1% |
| 1Y | -9.8% | +6.5% | -16.3% | -12.8% |
| 3Y | +23.3% | +448.7% | -425.5% | -3.7% |
| 5Y | -2.4% | +948.7% | -951.1% | -29.9% |
| 10Y | +239.4% | +3,659.7% | -3,420.3% | +106.7% |
| All | +1,386.1% | +7,843.3% | -6,457.2% | +646.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling