+781.7%
ABT vs FLR
+603.8%
+177.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -3.7% | +5.4% | -9.1% | -4.2% |
| 30D | +2.5% | +11.4% | -8.9% | +1.2% |
| 3M | +20.2% | +11.4% | +8.8% | +18.4% |
| 6M | -2.9% | +16.6% | -19.6% | -5.0% |
| YTD | -11.9% | +41.7% | -53.6% | -15.5% |
| 1Y | -16.5% | +35.4% | -52.0% | -19.9% |
| 3Y | +12.1% | +57.3% | -45.2% | +3.5% |
| 5Y | -7.4% | +241.0% | -248.4% | -22.4% |
| 10Y | +210.7% | +16.6% | +194.0% | +177.2% |
| All | +781.7% | +603.8% | +177.9% | +425.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling