-5.1%
ABT vs XLB
+31.4%
-36.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -5.4% | -1.6% | -3.8% | -4.7% |
| 30D | +8.0% | +7.2% | +0.8% | +4.6% |
| 3M | +0.2% | 0.0% | +0.2% | +0.2% |
| 6M | +34.1% | +2.3% | +31.8% | +32.5% |
| YTD | -10.6% | +18.4% | -29.0% | -18.1% |
| 1Y | -11.8% | +23.3% | -35.1% | -20.9% |
| 3Y | +23.9% | +45.2% | -21.3% | -0.5% |
| 5Y | -5.1% | +31.0% | -36.1% | -20.3% |
| All | -5.1% | +31.4% | -36.5% | -20.3% |
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