-14.0%
ABT vs FND
-24.7%
+10.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | -1.3% | -6.8% | +5.5% | -0.4% |
| 30D | +6.0% | +8.0% | -1.9% | +5.1% |
| 3M | -1.9% | -18.9% | +17.1% | -0.1% |
| 6M | +31.2% | +4.7% | +26.5% | +29.7% |
| YTD | -11.2% | -21.6% | +10.3% | -12.3% |
| 1Y | -14.0% | -22.0% | +8.1% | -15.1% |
| All | -14.0% | -24.7% | +10.7% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling