+236.3%
ABT vs FTV
+127.6%
+108.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -1.3% | +3.9% | -5.2% | -2.6% |
| 30D | +6.0% | +18.7% | -12.6% | +0.1% |
| 3M | -1.9% | +10.0% | -11.9% | -5.1% |
| 6M | +31.2% | +14.6% | +16.6% | +24.9% |
| YTD | -11.2% | +23.4% | -34.7% | -18.2% |
| 1Y | -14.0% | +31.3% | -45.3% | -22.5% |
| 3Y | +20.7% | +39.8% | -19.1% | +3.1% |
| 5Y | -6.7% | +17.7% | -24.4% | -16.4% |
| 10Y | +226.3% | +110.2% | +116.1% | +140.7% |
| All | +236.3% | +127.6% | +108.7% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling