+7.4%
ABT vs XYL
+15.2%
-7.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -5.0% | -1.2% | -3.7% | -4.8% |
| 30D | -5.8% | -13.2% | +7.4% | -3.3% |
| 3M | +16.7% | -0.2% | +16.9% | +17.0% |
| 6M | -5.2% | -12.5% | +7.3% | -3.2% |
| YTD | -16.0% | -20.9% | +4.9% | -12.9% |
| 1Y | -18.3% | -21.6% | +3.3% | -15.2% |
| All | +7.4% | +15.2% | -7.8% | -2.0% |
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