+197.1%
ABT vs XYZ
+610.4%
-413.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -5.9% | -4.3% | -1.6% | -5.3% |
| 30D | -8.1% | +1.2% | -9.3% | -8.3% |
| 3M | +14.5% | +14.6% | -0.1% | +12.1% |
| 6M | -6.3% | +22.6% | -28.8% | -9.4% |
| YTD | -17.1% | +21.7% | -38.8% | -20.3% |
| 1Y | -21.4% | +6.7% | -28.1% | -23.3% |
| 3Y | +5.9% | +46.8% | -40.9% | -6.3% |
| 5Y | -12.8% | -68.0% | +55.3% | -6.7% |
| All | +197.1% | +610.4% | -413.3% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling