-9.8%
ABT vs FN
-33.3%
+23.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +11.7% | -14.9% | -2.4% |
| 7D | +3.5% | 0.0% | +3.6% | +3.8% |
| 30D | +12.0% | -34.3% | +46.3% | +9.6% |
| 3M | +2.5% | -39.9% | +42.3% | +0.1% |
| 6M | +29.1% | -51.8% | +80.9% | +26.6% |
| YTD | -10.1% | -28.1% | +18.1% | -13.4% |
| 1Y | -9.8% | -29.1% | +19.2% | -13.6% |
| All | -9.8% | -33.3% | +23.5% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling