+197.1%
ABT vs FLR
+19.7%
+177.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.4% |
| 7D | -5.9% | -3.5% | -2.4% | -5.8% |
| 30D | -8.1% | +4.2% | -12.2% | -8.2% |
| 3M | +14.5% | +8.1% | +6.5% | +14.0% |
| 6M | -6.3% | +21.5% | -27.8% | -7.3% |
| YTD | -17.1% | +36.8% | -53.9% | -18.5% |
| 1Y | -21.4% | +31.2% | -52.6% | -22.6% |
| 3Y | +5.9% | +53.9% | -48.0% | +2.3% |
| 5Y | -12.8% | +243.0% | -255.8% | -19.2% |
| All | +197.1% | +19.7% | +177.4% | +216.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling