-14.0%
ABT vs FLR
+8.4%
-22.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.1% |
| 7D | -1.3% | +5.4% | -6.7% | -1.1% |
| 30D | +6.0% | +2.8% | +3.2% | +6.2% |
| 3M | -1.9% | -6.4% | +4.5% | -1.9% |
| 6M | +31.2% | +8.8% | +22.4% | +30.0% |
| YTD | -11.2% | +23.6% | -34.8% | -11.8% |
| 1Y | -14.0% | +13.8% | -27.8% | -14.8% |
| All | -14.0% | +8.4% | -22.3% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling