-9.9%
ABT vs XRT
-1.7%
-8.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.0% |
| 7D | -3.1% | -0.3% | -2.9% | -3.1% |
| 30D | -2.1% | -5.6% | +3.5% | -0.6% |
| 3M | +17.4% | +2.5% | +14.9% | +16.6% |
| 6M | -2.4% | +3.7% | -6.1% | -3.4% |
| YTD | -14.2% | +1.0% | -15.2% | -14.6% |
| 1Y | -18.3% | -1.2% | -17.1% | -18.4% |
| 3Y | +11.5% | +43.4% | -31.9% | -1.6% |
| 5Y | -9.9% | -0.7% | -9.2% | -16.9% |
| All | -9.9% | -1.7% | -8.2% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling