-21.4%
ABT vs XYZ
+7.1%
-28.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -5.9% | -4.3% | -1.6% | -5.9% |
| 30D | -8.1% | +1.2% | -9.3% | -8.1% |
| 3M | +14.5% | +14.6% | -0.1% | +14.5% |
| 6M | -6.3% | +22.6% | -28.8% | -6.4% |
| YTD | -17.1% | +21.7% | -38.8% | -17.8% |
| 1Y | -21.4% | +6.7% | -28.1% | -21.3% |
| All | -21.4% | +7.1% | -28.5% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling