+201.2%
ABT vs FTV
+80.1%
+121.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.0% |
| 7D | -5.0% | -5.2% | +0.2% | -3.2% |
| 30D | -5.8% | -11.5% | +5.7% | -1.8% |
| 3M | +16.7% | -9.0% | +25.8% | +20.4% |
| 6M | -5.2% | -2.0% | -3.2% | -4.9% |
| YTD | -16.0% | -0.9% | -15.0% | -16.5% |
| 1Y | -18.3% | +14.8% | -33.1% | -23.1% |
| 3Y | +9.2% | -5.5% | +14.7% | +7.5% |
| 5Y | -11.6% | -1.9% | -9.7% | -16.0% |
| All | +201.2% | +80.1% | +121.1% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling