+5.9%
ABT vs XLY
+35.2%
-29.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -5.9% | -1.7% | -4.2% | -5.7% |
| 30D | -8.1% | -4.2% | -3.9% | -7.6% |
| 3M | +14.5% | -2.7% | +17.2% | +14.9% |
| 6M | -6.3% | -0.6% | -5.6% | -6.4% |
| YTD | -17.1% | -5.0% | -12.1% | -16.8% |
| 1Y | -21.4% | -4.1% | -17.3% | -21.3% |
| 3Y | +5.9% | +33.6% | -27.7% | +1.9% |
| All | +5.9% | +35.2% | -29.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 3y: compounded portfolio wealth divided by compounded XLY 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…
3y analysis · Full analysis span regression · 6 months rolling