+176.7%
ABT vs FND
+56.5%
+120.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -5.9% | -5.8% | -0.1% | -5.0% |
| 30D | -8.1% | -20.2% | +12.1% | -4.8% |
| 3M | +14.5% | -12.0% | +26.5% | +16.3% |
| 6M | -6.3% | -18.5% | +12.2% | -4.1% |
| YTD | -17.1% | -22.3% | +5.1% | -15.0% |
| 1Y | -21.4% | -47.6% | +26.3% | -14.2% |
| 3Y | +5.9% | -49.8% | +55.7% | +12.7% |
| 5Y | -12.8% | -63.0% | +50.2% | -5.7% |
| All | +176.7% | +56.5% | +120.2% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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