+595.1%
ABT vs FN
+2,887.5%
-2,292.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +11.7% | -14.9% | -4.0% |
| 7D | +3.5% | 0.0% | +3.6% | +3.2% |
| 30D | +12.0% | -34.3% | +46.3% | +14.9% |
| 3M | +2.5% | -39.9% | +42.3% | +5.3% |
| 6M | +29.1% | -51.8% | +80.9% | +33.9% |
| YTD | -10.1% | -28.1% | +18.1% | -10.9% |
| 1Y | -9.8% | -29.1% | +19.2% | -10.9% |
| 3Y | +23.3% | +102.4% | -79.2% | +5.1% |
| 5Y | -2.4% | +171.7% | -174.0% | -21.3% |
| 10Y | +239.4% | +773.5% | -534.1% | +136.2% |
| All | +595.1% | +2,887.5% | -2,292.4% | +338.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling