+1,355.6%
ABT vs FIX
+12,471.5%
-11,115.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -3.7% | +6.0% | -9.7% | -4.2% |
| 30D | +2.5% | -7.2% | +9.7% | +3.1% |
| 3M | +20.2% | -15.9% | +36.0% | +21.3% |
| 6M | -2.9% | +12.7% | -15.7% | -5.2% |
| YTD | -11.9% | +72.8% | -84.7% | -17.9% |
| 1Y | -16.5% | +122.9% | -139.4% | -24.7% |
| 3Y | +12.1% | +774.3% | -762.2% | -15.7% |
| 5Y | -7.4% | +2,049.5% | -2,056.9% | -37.7% |
| 10Y | +210.7% | +5,821.5% | -5,610.8% | +82.4% |
| All | +1,355.6% | +12,471.5% | -11,115.9% | +605.2% |
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 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