+201.2%
ABT vs XRT
+125.1%
+76.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -5.0% | -3.6% | -1.4% | -3.9% |
| 30D | -5.8% | -6.7% | +0.9% | -3.8% |
| 3M | +16.7% | -1.4% | +18.1% | +17.2% |
| 6M | -5.2% | +1.7% | -6.9% | -5.9% |
| YTD | -16.0% | -1.5% | -14.5% | -15.8% |
| 1Y | -18.3% | -2.5% | -15.8% | -18.0% |
| 3Y | +9.2% | +39.9% | -30.7% | -4.3% |
| 5Y | -11.6% | -2.6% | -8.9% | -14.6% |
| All | +201.2% | +125.1% | +76.2% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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