+20.7%
ABT vs XME
+93.2%
-72.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | +6.0% | -6.1% | +12.2% | +6.0% |
| 3M | -1.9% | -18.6% | +16.8% | -2.0% |
| 6M | +31.2% | -23.9% | +55.1% | +31.7% |
| YTD | -11.2% | -9.3% | -1.9% | -11.8% |
| 1Y | -14.0% | +1.8% | -15.7% | -15.0% |
| 3Y | +20.7% | +93.0% | -72.3% | +12.4% |
| All | +20.7% | +93.2% | -72.5% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling