+20.7%
ABT vs XRT
+58.7%
-38.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.3% | +1.7% | -3.0% | -1.7% |
| 30D | +6.0% | +7.5% | -1.5% | +4.5% |
| 3M | -1.9% | +2.2% | -4.1% | -2.4% |
| 6M | +31.2% | +14.7% | +16.5% | +28.0% |
| YTD | -11.2% | +7.5% | -18.7% | -12.5% |
| 1Y | -14.0% | +14.1% | -28.1% | -16.0% |
| 3Y | +20.7% | +58.8% | -38.1% | +13.7% |
| All | +20.7% | +58.7% | -38.0% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling