+201.2%
ABT vs USFR
+28.0%
+173.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -5.8% | +0.3% | -6.1% | -6.2% |
| 3M | +16.7% | +1.0% | +15.8% | +15.4% |
| 6M | -5.2% | +1.9% | -7.2% | -7.4% |
| YTD | -16.0% | +2.7% | -18.6% | -18.6% |
| 1Y | -18.3% | +4.0% | -22.3% | -22.1% |
| 3Y | +9.2% | +14.1% | -4.8% | -5.5% |
| 5Y | -11.6% | +20.5% | -32.0% | -27.4% |
| All | +201.2% | +28.0% | +173.2% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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