-6.0%
ABT vs FN
+207.2%
-213.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -6.9% | -1.1% |
| 7D | -5.4% | +8.0% | -13.4% | -5.3% |
| 30D | +8.0% | -19.1% | +27.1% | +8.2% |
| 3M | +0.2% | -29.8% | +30.1% | +0.5% |
| 6M | +34.1% | -43.2% | +77.3% | +35.1% |
| YTD | -10.6% | -18.9% | +8.3% | -11.8% |
| 1Y | -11.8% | -17.9% | +6.1% | -13.1% |
| 3Y | +23.9% | +120.1% | -96.2% | +9.3% |
| All | -6.0% | +207.2% | -213.2% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling