-9.9%
ABT vs XLB
+35.6%
-45.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.2% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -2.1% | -1.7% | -0.4% | -1.3% |
| 3M | +17.4% | +4.4% | +13.1% | +15.1% |
| 6M | -2.4% | +5.0% | -7.4% | -4.9% |
| YTD | -14.2% | +15.5% | -29.7% | -20.4% |
| 1Y | -18.3% | +14.9% | -33.3% | -24.2% |
| 3Y | +11.5% | +34.5% | -23.0% | -6.3% |
| 5Y | -9.9% | +36.5% | -46.4% | -25.6% |
| All | -9.9% | +35.6% | -45.5% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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