+234.1%
ABT vs XME
+260.6%
-26.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +6.0% | -6.1% | +12.2% | +7.0% |
| 3M | -1.9% | -18.6% | +16.8% | +1.4% |
| 6M | +31.2% | -23.9% | +55.1% | +36.6% |
| YTD | -11.2% | -9.3% | -1.9% | -11.5% |
| 1Y | -14.0% | +1.8% | -15.7% | -16.4% |
| 3Y | +20.7% | +93.0% | -72.3% | -1.1% |
| 5Y | -6.7% | +107.0% | -113.7% | -26.4% |
| All | +234.1% | +260.6% | -26.5% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling