-7.4%
ABT vs FN
+169.4%
-176.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +1.2% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | +6.0% | -16.5% | +22.6% | +6.1% |
| 3M | -1.9% | -42.1% | +40.2% | -1.5% |
| 6M | +31.2% | -52.9% | +84.1% | +32.4% |
| YTD | -11.2% | -28.0% | +16.7% | -12.4% |
| 1Y | -14.0% | -18.5% | +4.5% | -15.6% |
| 3Y | +20.7% | +93.9% | -73.2% | +6.5% |
| All | -7.4% | +169.4% | -176.8% | -28.9% |
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