+20.7%
ABT vs XYL
-0.5%
+21.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -3.7% | +2.4% | -0.5% |
| 30D | +6.0% | -8.3% | +14.4% | +7.5% |
| 3M | -1.9% | -21.4% | +19.6% | +2.4% |
| 6M | +31.2% | -12.9% | +44.1% | +34.4% |
| YTD | -11.2% | -30.1% | +18.8% | -6.1% |
| 1Y | -14.0% | -35.2% | +21.2% | -7.8% |
| 3Y | +20.7% | -0.8% | +21.4% | +6.3% |
| All | +20.7% | -0.5% | +21.1% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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