+194.0%
ABT vs FND
+66.0%
+127.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | -3.7% | -5.2% | +1.5% | -2.9% |
| 30D | +2.5% | -19.9% | +22.4% | +6.0% |
| 3M | +20.2% | +2.7% | +17.5% | +18.9% |
| 6M | -2.9% | -21.7% | +18.7% | -0.1% |
| YTD | -11.9% | -17.5% | +5.6% | -10.5% |
| 1Y | -16.5% | -39.3% | +22.8% | -11.1% |
| 3Y | +12.1% | -49.8% | +61.9% | +19.5% |
| 5Y | -7.4% | -60.1% | +52.7% | -1.1% |
| All | +194.0% | +66.0% | +127.9% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling