+918.4%
ABT vs XLB
+822.6%
+95.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.7% | -1.4% | -2.3% | -3.1% |
| 30D | +2.5% | -0.4% | +2.9% | +2.6% |
| 3M | +20.2% | +2.0% | +18.2% | +19.2% |
| 6M | -2.9% | +1.8% | -4.8% | -3.9% |
| YTD | -11.9% | +16.6% | -28.5% | -17.4% |
| 1Y | -16.5% | +16.9% | -33.5% | -21.9% |
| 3Y | +12.1% | +32.6% | -20.4% | -1.0% |
| 5Y | -7.4% | +35.6% | -43.0% | -19.3% |
| 10Y | +210.7% | +160.0% | +50.7% | +109.9% |
| All | +918.4% | +822.6% | +95.8% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling