+889.3%
ABT vs XLU
+630.6%
+258.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -4.7% | +0.6% | -5.4% | -5.1% |
| 30D | -3.1% | -0.4% | -2.7% | -3.0% |
| 3M | +16.1% | -1.7% | +17.9% | +17.0% |
| 6M | -5.3% | -7.1% | +1.8% | -2.1% |
| YTD | -14.4% | +1.9% | -16.4% | -15.7% |
| 1Y | -18.4% | +6.1% | -24.5% | -21.3% |
| 3Y | +11.2% | +48.8% | -37.6% | -10.7% |
| 5Y | -9.4% | +43.8% | -53.2% | -26.2% |
| 10Y | +209.7% | +143.2% | +66.6% | +92.0% |
| All | +889.3% | +630.6% | +258.7% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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