+767.0%
ABT vs XRT
+549.2%
+217.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -5.4% | -1.4% | -3.9% | -4.9% |
| 30D | +8.0% | +9.8% | -1.8% | +4.8% |
| 3M | +0.2% | +3.3% | -3.1% | -0.9% |
| 6M | +34.1% | +13.6% | +20.5% | +28.5% |
| YTD | -10.6% | +9.1% | -19.7% | -13.4% |
| 1Y | -11.8% | +15.1% | -26.9% | -16.1% |
| 3Y | +23.9% | +59.9% | -36.1% | +3.5% |
| 5Y | -5.1% | -1.7% | -3.4% | -8.6% |
| 10Y | +228.6% | +141.1% | +87.5% | +114.8% |
| All | +767.0% | +549.2% | +217.8% | +310.3% |
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