+814.1%
ABT vs FTI
+2,165.1%
-1,351.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.7% | +5.3% | -9.0% | -4.2% |
| 30D | +2.5% | +15.3% | -12.9% | +0.9% |
| 3M | +20.2% | +15.8% | +4.4% | +18.0% |
| 6M | -2.9% | +22.6% | -25.5% | -5.4% |
| YTD | -11.9% | +79.5% | -91.5% | -17.7% |
| 1Y | -16.5% | +102.0% | -118.6% | -23.1% |
| 3Y | +12.1% | +315.8% | -303.7% | -6.1% |
| 5Y | -7.4% | +1,129.5% | -1,136.9% | -33.5% |
| 10Y | +210.7% | +320.9% | -110.3% | +136.7% |
| All | +814.1% | +2,165.1% | -1,351.0% | +372.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling