-8.5%
ABT vs FTI
+866.2%
-874.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.8% |
| 7D | -5.6% | +5.4% | -11.0% | -5.8% |
| 30D | +5.2% | -8.2% | +13.4% | +5.5% |
| 3M | -2.7% | -13.7% | +11.0% | -2.1% |
| 6M | +28.8% | -11.2% | +40.0% | +29.3% |
| YTD | -12.3% | +46.0% | -58.3% | -14.6% |
| 1Y | -14.7% | +51.8% | -66.5% | -17.1% |
| 3Y | +21.6% | +206.7% | -185.2% | +11.8% |
| All | -8.5% | +866.2% | -874.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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