-11.3%
ABT vs FTI
+1,066.8%
-1,078.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.4% |
| 7D | -5.9% | -4.4% | -1.5% | -5.7% |
| 30D | -8.1% | +1.5% | -9.6% | -8.2% |
| 3M | +14.5% | +8.2% | +6.3% | +13.9% |
| 6M | -6.3% | +18.8% | -25.1% | -7.4% |
| YTD | -17.1% | +71.7% | -88.8% | -19.8% |
| 1Y | -21.4% | +90.0% | -111.4% | -24.3% |
| 3Y | +5.9% | +270.5% | -264.6% | -3.0% |
| All | -11.3% | +1,066.8% | -1,078.1% | -27.5% |
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