+754.1%
ABT vs XRT
+514.3%
+239.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | +2.5% | -4.2% | +6.7% | +3.9% |
| 3M | +20.2% | +5.1% | +15.1% | +18.2% |
| 6M | -2.9% | +2.4% | -5.3% | -3.9% |
| YTD | -11.9% | +3.2% | -15.1% | -13.1% |
| 1Y | -16.5% | +1.5% | -18.1% | -17.4% |
| 3Y | +12.1% | +40.6% | -28.4% | -2.3% |
| 5Y | -7.4% | -1.0% | -6.4% | -11.3% |
| 10Y | +210.7% | +128.4% | +82.3% | +106.7% |
| All | +754.1% | +514.3% | +239.8% | +311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling