+232.1%
ABT vs FN
+797.3%
-565.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.7% | +0.2% |
| 7D | +1.0% | -4.1% | +5.0% | +1.1% |
| 30D | +11.6% | -28.3% | +39.9% | +13.6% |
| 3M | +2.3% | -33.9% | +36.2% | +4.4% |
| 6M | +32.7% | -43.9% | +76.7% | +36.0% |
| YTD | -9.6% | -23.4% | +13.8% | -11.3% |
| 1Y | -10.1% | -25.4% | +15.3% | -11.8% |
| 3Y | +25.2% | +107.9% | -82.7% | +2.0% |
| 5Y | -4.5% | +195.1% | -199.6% | -29.4% |
| All | +232.1% | +797.3% | -565.2% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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